+21.2%
CHRW vs RPRX
+72.7%
-51.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.1% | -4.0% | +8.1% | +4.5% |
| 30D | +1.9% | +4.9% | -3.0% | +0.8% |
| 3M | -21.2% | +9.4% | -30.5% | -22.5% |
| 6M | -16.7% | +33.3% | -50.0% | -21.8% |
| YTD | -5.4% | +59.0% | -64.3% | -14.6% |
| 1Y | +21.2% | +69.2% | -48.0% | +6.6% |
| All | +21.2% | +72.7% | -51.5% | +6.6% |
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