-45.4%
CLX vs RPRX
+66.6%
-112.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -9.2% | +5.1% | -14.3% | -9.8% |
| 30D | -11.0% | +11.2% | -22.2% | -12.2% |
| 3M | +5.0% | +16.7% | -11.7% | +3.0% |
| 6M | -18.8% | +36.0% | -54.8% | -21.9% |
| YTD | -4.4% | +67.8% | -72.2% | -10.2% |
| 1Y | -21.9% | +76.7% | -98.5% | -27.1% |
| 3Y | -32.8% | +128.1% | -160.9% | -39.3% |
| 5Y | -34.6% | +82.9% | -117.4% | -39.6% |
| All | -45.4% | +66.6% | -112.0% | -49.5% |
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