+64.8%
RPRX vs CLBK
+77.8%
-13.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.1% | +1.2% | +3.9% | +5.0% |
| 30D | +11.2% | +9.1% | +2.1% | +10.2% |
| 3M | +16.7% | +27.7% | -11.0% | +13.9% |
| 6M | +36.0% | +40.8% | -4.8% | +31.4% |
| YTD | +67.8% | +66.4% | +1.4% | +59.6% |
| 1Y | +76.7% | +72.4% | +4.3% | +67.2% |
| 3Y | +128.1% | +50.7% | +77.4% | +116.9% |
| 5Y | +82.9% | +42.9% | +39.9% | +74.4% |
| All | +64.8% | +77.8% | -13.1% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling