+178.3%
CHRW vs SU
+267.2%
-88.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +3.5% | +2.2% | +1.3% | +3.1% |
| 30D | +4.6% | +8.4% | -3.8% | +3.1% |
| 3M | -19.7% | +12.1% | -31.8% | -21.4% |
| 6M | -12.4% | +19.7% | -32.1% | -15.6% |
| YTD | -3.9% | +58.4% | -62.3% | -11.9% |
| 1Y | +18.4% | +67.2% | -48.8% | +7.4% |
| 3Y | +88.8% | +125.0% | -36.2% | +61.0% |
| 5Y | +93.5% | +355.1% | -261.5% | +46.5% |
| All | +178.3% | +267.2% | -88.9% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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