+104.3%
RPRX vs CAI
-14.7%
+119.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.7% | +0.8% |
| 7D | +3.3% | -8.7% | +12.0% | +3.3% |
| 30D | +17.9% | -23.8% | +41.7% | +17.9% |
| 3M | +19.2% | +3.9% | +15.4% | +19.5% |
| 6M | +31.7% | +56.8% | -25.1% | +32.4% |
| YTD | +82.5% | -14.6% | +97.1% | +81.8% |
| 1Y | +78.4% | -5.2% | +83.6% | +78.5% |
| All | +104.3% | -14.7% | +119.0% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling