+86.0%
CHRW vs RPRX
+126.7%
-40.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +6.9% | +2.4% |
| 7D | +1.9% | -2.8% | +4.7% | +2.3% |
| 30D | +0.9% | +7.2% | -6.2% | -0.3% |
| 3M | -19.9% | +10.9% | -30.8% | -21.3% |
| 6M | -15.8% | +34.6% | -50.4% | -20.2% |
| YTD | -5.6% | +59.0% | -64.5% | -13.1% |
| 1Y | +21.0% | +72.5% | -51.5% | +9.8% |
| 3Y | +86.0% | +124.1% | -38.1% | +60.2% |
| All | +86.0% | +126.7% | -40.6% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling