-34.0%
CLF vs RPRX
+159.9%
-193.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -19.6% | +0.2% | -19.8% | -19.6% |
| 30D | -5.0% | +18.6% | -23.5% | -7.3% |
| 3M | -6.3% | +18.0% | -24.3% | -8.5% |
| 6M | +2.8% | +33.8% | -31.0% | -1.7% |
| YTD | -13.7% | +76.6% | -90.3% | -20.4% |
| 1Y | +13.6% | +68.2% | -54.7% | +5.3% |
| 3Y | -34.0% | +161.5% | -195.5% | -45.3% |
| All | -34.0% | +159.9% | -193.8% | -45.3% |
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