+609.0%
CAT vs RPRX
+57.8%
+551.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +2.0% |
| 7D | +5.6% | -2.8% | +8.3% | +6.0% |
| 30D | -2.3% | +7.2% | -9.5% | -3.6% |
| 3M | -10.0% | +10.9% | -20.9% | -11.9% |
| 6M | +21.2% | +34.6% | -13.3% | +14.3% |
| YTD | +44.4% | +59.0% | -14.5% | +32.1% |
| 1Y | +96.3% | +72.5% | +23.8% | +76.8% |
| 3Y | +203.9% | +124.1% | +79.8% | +159.9% |
| 5Y | +333.5% | +75.9% | +257.6% | +288.9% |
| All | +609.0% | +57.8% | +551.1% | +540.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling