+78.2%
CHRW vs REPL
-22.6%
+100.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | -1.4% | -3.0% | +1.6% | -1.4% |
| 30D | -3.5% | +27.1% | -30.6% | -3.5% |
| 3M | -19.4% | +52.4% | -71.8% | -19.5% |
| 6M | -21.4% | +107.4% | -128.8% | -21.0% |
| YTD | -7.1% | +54.7% | -61.9% | -6.7% |
| 1Y | +17.8% | +158.9% | -141.0% | +18.5% |
| All | +78.2% | -22.6% | +100.8% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling