+5.8%
CAT vs RPRX
+81.1%
-75.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +7.1% |
| 7D | -2.4% | +3.4% | -5.8% | -2.5% |
| 30D | -25.0% | +20.8% | -45.8% | -26.0% |
| 3M | -28.7% | +21.6% | -50.3% | -30.1% |
| 6M | -33.0% | +36.5% | -69.5% | -38.1% |
| YTD | +5.4% | +80.4% | -75.0% | -13.5% |
| All | +5.8% | +81.1% | -75.3% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling