+4,339.7%
CHRW vs SU
+2,551.1%
+1,788.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | +1.9% | -1.0% | +2.9% | +2.1% |
| 30D | +0.9% | +13.7% | -12.8% | -1.7% |
| 3M | -19.9% | +8.0% | -27.9% | -21.3% |
| 6M | -15.8% | +21.0% | -36.8% | -19.5% |
| YTD | -5.6% | +56.2% | -61.8% | -14.4% |
| 1Y | +21.0% | +72.2% | -51.2% | +7.4% |
| 3Y | +86.0% | +118.1% | -32.1% | +55.4% |
| 5Y | +88.6% | +350.3% | -261.7% | +33.4% |
| 10Y | +169.3% | +248.5% | -79.2% | +86.3% |
| All | +4,339.7% | +2,551.1% | +1,788.6% | +1,832.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling