-29.6%
CLS vs RPRX
+85.8%
-115.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.7% | -10.8% | -8.9% |
| 7D | -21.1% | +4.2% | -25.4% | -20.9% |
| 30D | -38.2% | +19.2% | -57.5% | -38.2% |
| 3M | -36.3% | +18.0% | -54.3% | -36.7% |
| 6M | -43.8% | +35.7% | -79.5% | -48.2% |
| YTD | -20.0% | +77.2% | -97.3% | -37.5% |
| 1Y | -29.6% | +82.0% | -111.6% | -46.7% |
| All | -29.6% | +85.8% | -115.4% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling