+121.7%
CHRW vs RPRX
+57.8%
+63.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.1% | -4.0% | +8.1% | +4.7% |
| 30D | +1.9% | +4.9% | -3.0% | +1.0% |
| 3M | -21.2% | +9.4% | -30.5% | -22.4% |
| 6M | -16.7% | +33.3% | -50.0% | -20.6% |
| YTD | -5.4% | +59.0% | -64.3% | -12.4% |
| 1Y | +21.2% | +69.2% | -48.0% | +10.9% |
| 3Y | +86.5% | +124.1% | -37.6% | +62.0% |
| 5Y | +93.0% | +77.9% | +15.2% | +74.1% |
| All | +121.7% | +57.8% | +63.9% | +99.1% |
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