+158.3%
CAT vs RPRX
+177.1%
-18.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | +7.4% | +3.3% | +4.1% | +7.1% |
| 30D | -19.7% | +17.9% | -37.6% | -21.3% |
| 3M | -29.6% | +19.2% | -48.8% | -31.2% |
| 6M | -33.2% | +31.7% | -64.9% | -36.0% |
| YTD | +5.7% | +82.5% | -76.8% | -4.4% |
| 1Y | +9.3% | +78.4% | -69.1% | -0.7% |
| 3Y | +158.3% | +177.0% | -18.6% | +123.7% |
| All | +158.3% | +177.1% | -18.7% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling