+177.0%
RPRX vs CLBK
+54.0%
+123.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | +3.3% | +0.9% | +2.4% | +3.3% |
| 30D | +17.9% | +3.4% | +14.5% | +17.5% |
| 3M | +19.2% | -4.3% | +23.5% | +19.7% |
| 6M | +31.7% | +28.4% | +3.4% | +28.5% |
| YTD | +82.5% | +59.4% | +23.1% | +74.5% |
| 1Y | +78.4% | +64.8% | +13.6% | +70.1% |
| 3Y | +177.0% | +50.6% | +126.4% | +164.3% |
| All | +177.0% | +54.0% | +123.0% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling