+4,597.0%
CLS vs RPRX
+66.6%
+4,530.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | +5.1% | -0.5% | +3.5% |
| 30D | -13.9% | +11.2% | -25.1% | -15.8% |
| 3M | -26.6% | +16.7% | -43.3% | -29.2% |
| 6M | +15.4% | +36.0% | -20.6% | +7.4% |
| YTD | +5.7% | +67.8% | -62.1% | -6.3% |
| 1Y | +41.1% | +76.7% | -35.6% | +23.5% |
| 3Y | +1,228.6% | +128.1% | +1,100.5% | +984.2% |
| 5Y | +3,240.6% | +82.9% | +3,157.8% | +2,822.5% |
| All | +4,597.0% | +66.6% | +4,530.4% | +4,027.6% |
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