+72.5%
CHRW vs REPL
+39.1%
+33.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | 0.0% | +2.9% |
| 7D | +0.2% | +14.2% | -14.0% | 0.0% |
| 30D | -9.4% | +65.9% | -75.2% | -10.1% |
| 3M | -13.3% | +84.6% | -97.8% | -14.2% |
| 6M | -24.2% | +446.9% | -471.1% | -27.3% |
| YTD | -18.9% | +129.0% | -147.9% | -21.8% |
| 1Y | -12.4% | +167.9% | -180.2% | -15.8% |
| 3Y | +72.2% | +93.9% | -21.7% | +54.3% |
| 5Y | +53.4% | -33.0% | +86.3% | +43.2% |
| All | +72.5% | +39.1% | +33.4% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling