+51.3%
RPRX vs CLBK
+75.4%
-24.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.1% |
| 7D | -8.0% | -1.4% | -6.7% | -7.9% |
| 30D | +2.1% | +4.5% | -2.5% | +1.6% |
| 3M | +8.2% | +22.8% | -14.6% | +6.0% |
| 6M | +28.9% | +43.4% | -14.6% | +24.3% |
| YTD | +54.1% | +64.1% | -10.0% | +46.8% |
| 1Y | +65.5% | +67.6% | -2.0% | +57.1% |
| 3Y | +117.3% | +53.3% | +64.0% | +106.3% |
| 5Y | +71.6% | +44.8% | +26.8% | +63.7% |
| All | +51.3% | +75.4% | -24.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling