+72.5%
CHRW vs REPL
+45.5%
+27.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.1% |
| 7D | -3.4% | +12.7% | -16.1% | -3.6% |
| 30D | -9.4% | +73.5% | -82.8% | -10.2% |
| 3M | -12.6% | +70.3% | -82.9% | -13.5% |
| 6M | -24.2% | +472.0% | -496.1% | -27.3% |
| YTD | -18.9% | +139.5% | -158.4% | -21.8% |
| 1Y | -13.7% | +167.3% | -181.0% | -17.1% |
| 3Y | +72.6% | +109.5% | -37.0% | +54.2% |
| 5Y | +55.6% | -29.9% | +85.5% | +45.1% |
| All | +72.5% | +45.5% | +27.0% | +39.7% |
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