+117.6%
CHRW vs RPRX
+66.6%
+50.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.4% | +5.1% | -6.5% | -2.2% |
| 30D | -3.5% | +11.2% | -14.7% | -5.1% |
| 3M | -19.4% | +16.7% | -36.1% | -21.4% |
| 6M | -21.4% | +36.0% | -57.4% | -25.3% |
| YTD | -7.1% | +67.8% | -74.9% | -14.7% |
| 1Y | +17.8% | +76.7% | -58.9% | +7.1% |
| 3Y | +78.8% | +128.1% | -49.3% | +55.0% |
| 5Y | +83.5% | +82.9% | +0.6% | +64.7% |
| All | +117.6% | +66.6% | +50.9% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling