+90.3%
CLF vs RPRX
+66.6%
+23.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +7.6% | +5.1% | +2.5% | +6.0% |
| 30D | -1.2% | +11.2% | -12.4% | -4.2% |
| 3M | -13.4% | +16.7% | -30.1% | -17.3% |
| 6M | +15.4% | +36.0% | -20.6% | +5.3% |
| YTD | -5.9% | +67.8% | -73.7% | -19.2% |
| 1Y | +18.8% | +76.7% | -57.9% | -0.3% |
| 3Y | -19.4% | +128.1% | -147.5% | -38.7% |
| 5Y | -47.7% | +82.9% | -130.6% | -57.0% |
| All | +90.3% | +66.6% | +23.6% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling