+72.2%
RPRX vs CAI
-9.9%
+82.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.2% |
| 7D | -8.4% | -2.9% | -5.5% | -8.4% |
| 30D | -0.6% | +9.3% | -10.0% | -0.5% |
| 3M | +6.4% | +35.2% | -28.8% | +6.9% |
| 6M | +26.6% | +30.7% | -4.1% | +27.0% |
| YTD | +53.8% | -9.8% | +63.6% | +53.0% |
| 1Y | +62.8% | -28.9% | +91.6% | +62.0% |
| All | +72.2% | -9.9% | +82.0% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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