+124.6%
CHRW vs RPRX
+53.1%
+71.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.8% |
| 7D | +4.4% | -8.0% | +12.4% | +5.6% |
| 30D | +5.5% | +2.1% | +3.4% | +5.0% |
| 3M | -17.3% | +8.2% | -25.4% | -18.4% |
| 6M | -12.7% | +28.9% | -41.5% | -16.4% |
| YTD | -4.1% | +54.1% | -58.3% | -10.9% |
| 1Y | +21.2% | +65.5% | -44.3% | +11.3% |
| 3Y | +88.9% | +117.3% | -28.4% | +64.9% |
| 5Y | +93.1% | +71.6% | +21.5% | +75.0% |
| All | +124.6% | +53.1% | +71.6% | +102.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling