+39.3%
CL vs RPRX
+57.8%
-18.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +0.2% |
| 7D | -1.4% | -2.8% | +1.4% | -1.1% |
| 30D | -5.2% | +7.2% | -12.4% | -6.0% |
| 3M | +3.3% | +10.9% | -7.6% | +2.0% |
| 6M | -4.4% | +34.6% | -38.9% | -7.7% |
| YTD | +13.9% | +59.0% | -45.0% | +8.0% |
| 1Y | +7.6% | +72.5% | -64.9% | +1.0% |
| 3Y | +29.6% | +124.1% | -94.5% | +17.8% |
| 5Y | +28.1% | +75.9% | -47.9% | +19.3% |
| All | +39.3% | +57.8% | -18.6% | +29.1% |
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