+97.1%
CHRW vs RPRX
+82.4%
+14.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -0.1% | +3.6% | -3.7% | -0.6% |
| 30D | -4.3% | +21.2% | -25.5% | -7.1% |
| 3M | -7.4% | +21.6% | -29.1% | -10.3% |
| 6M | -20.7% | +36.7% | -57.4% | -24.7% |
| YTD | -15.9% | +83.7% | -99.5% | -23.9% |
| 1Y | -9.9% | +83.2% | -93.1% | -18.4% |
| 3Y | +79.0% | +177.7% | -98.7% | +50.6% |
| 5Y | +61.3% | +95.8% | -34.5% | +43.2% |
| All | +97.1% | +82.4% | +14.7% | +73.1% |
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