+55.6%
CHRW vs RPRX
+95.1%
-39.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -3.4% | +4.6% | -8.0% | -4.2% |
| 30D | -9.4% | +22.0% | -31.4% | -12.7% |
| 3M | -12.6% | +20.3% | -32.9% | -15.8% |
| 6M | -24.2% | +37.9% | -62.1% | -29.1% |
| YTD | -18.9% | +82.2% | -101.1% | -28.5% |
| 1Y | -13.7% | +83.7% | -97.4% | -24.1% |
| 3Y | +72.6% | +175.4% | -102.9% | +37.4% |
| 5Y | +55.6% | +87.7% | -32.2% | +39.0% |
| All | +55.6% | +95.1% | -39.6% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling