+3,720.0%
CLS vs RPRX
+79.7%
+3,640.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.8% |
| 7D | +23.5% | +2.1% | +21.5% | +23.1% |
| 30D | -28.9% | +21.9% | -50.9% | -31.7% |
| 3M | -25.2% | +16.9% | -42.1% | -27.6% |
| 6M | -32.1% | +34.5% | -66.6% | -36.6% |
| YTD | -14.1% | +80.9% | -95.0% | -25.0% |
| 1Y | -24.1% | +77.6% | -101.7% | -33.4% |
| 3Y | +897.0% | +173.5% | +723.4% | +675.4% |
| 5Y | +2,089.9% | +84.9% | +2,005.0% | +1,818.9% |
| All | +3,720.0% | +79.7% | +3,640.3% | +3,205.2% |
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