+67.6%
CHRW vs REPL
+35.1%
+32.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.0% | -10.3% | -2.4% |
| 7D | +0.6% | +22.8% | -22.2% | +0.3% |
| 30D | -7.3% | +63.8% | -71.1% | -8.1% |
| 3M | -14.2% | +68.1% | -82.3% | -15.0% |
| 6M | -25.1% | +528.5% | -553.6% | -28.4% |
| YTD | -21.2% | +122.4% | -143.6% | -24.0% |
| 1Y | -14.2% | +154.4% | -168.5% | -17.5% |
| 3Y | +63.5% | +68.0% | -4.5% | +47.4% |
| 5Y | +49.6% | -35.4% | +85.0% | +39.8% |
| All | +67.6% | +35.1% | +32.5% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling