+17.3%
CHRW vs RPRX
+77.4%
-60.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.8% | +5.1% | -6.9% | -2.6% |
| 30D | -3.9% | +11.2% | -15.1% | -5.6% |
| 3M | -19.7% | +16.7% | -36.5% | -21.8% |
| 6M | -21.7% | +36.0% | -57.7% | -26.5% |
| YTD | -7.5% | +67.8% | -75.3% | -17.2% |
| 1Y | +17.3% | +76.7% | -59.4% | +2.6% |
| All | +17.3% | +77.4% | -60.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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