+87.1%
CLF vs RPRX
+57.8%
+29.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -0.2% |
| 7D | +6.5% | -2.8% | +9.3% | +7.4% |
| 30D | +0.2% | +7.2% | -6.9% | -1.8% |
| 3M | -3.1% | +10.9% | -14.0% | -6.1% |
| 6M | +25.0% | +34.6% | -9.5% | +14.4% |
| YTD | -7.5% | +59.0% | -66.4% | -19.3% |
| 1Y | +11.5% | +72.5% | -61.0% | -5.8% |
| 3Y | -13.7% | +124.1% | -137.8% | -34.1% |
| 5Y | -47.0% | +75.9% | -122.9% | -55.9% |
| All | +87.1% | +57.8% | +29.2% | +57.0% |
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