+98.0%
CHRW vs RPRX
+79.7%
+18.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +4.7% | +2.1% | +2.7% | +4.4% |
| 30D | -2.6% | +21.9% | -24.5% | -5.5% |
| 3M | -8.0% | +16.9% | -24.9% | -10.3% |
| 6M | -19.0% | +34.5% | -53.5% | -22.9% |
| YTD | -15.5% | +80.9% | -96.4% | -23.3% |
| 1Y | -10.8% | +77.6% | -88.4% | -18.9% |
| 3Y | +79.8% | +173.5% | -93.7% | +51.6% |
| 5Y | +59.3% | +84.9% | -25.6% | +42.3% |
| All | +98.0% | +79.7% | +18.4% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling