+17.3%
CHRW vs REPL
+161.1%
-143.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.7% |
| 7D | -1.8% | -3.0% | +1.1% | -1.8% |
| 30D | -3.9% | +27.1% | -31.0% | -3.9% |
| 3M | -19.7% | +52.4% | -72.1% | -20.0% |
| 6M | -21.7% | +107.4% | -129.2% | -20.9% |
| YTD | -7.5% | +54.7% | -62.3% | -6.8% |
| 1Y | +17.3% | +158.9% | -141.5% | +18.6% |
| All | +17.3% | +161.1% | -143.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling