+92.0%
CHRW vs SU
+348.9%
-257.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +3.5% | +2.2% | +1.3% | +3.0% |
| 30D | +4.6% | +8.4% | -3.8% | +2.8% |
| 3M | -19.7% | +12.1% | -31.8% | -21.7% |
| 6M | -12.4% | +19.7% | -32.1% | -16.4% |
| YTD | -3.9% | +58.4% | -62.3% | -14.0% |
| 1Y | +18.4% | +67.2% | -48.8% | +4.5% |
| 3Y | +88.8% | +125.0% | -36.2% | +53.0% |
| All | +92.0% | +348.9% | -257.0% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling