+3,552.9%
CLS vs RPRX
+82.4%
+3,470.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.4% |
| 7D | +2.8% | +3.6% | -0.9% | +2.1% |
| 30D | -30.1% | +21.2% | -51.3% | -32.7% |
| 3M | -21.7% | +21.6% | -43.4% | -24.8% |
| 6M | -36.2% | +36.7% | -72.9% | -40.6% |
| YTD | -17.8% | +83.7% | -101.5% | -28.4% |
| 1Y | -26.8% | +83.2% | -110.0% | -36.2% |
| 3Y | +853.4% | +177.7% | +675.7% | +639.7% |
| 5Y | +2,005.0% | +95.8% | +1,909.2% | +1,723.0% |
| All | +3,552.9% | +82.4% | +3,470.5% | +3,052.8% |
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