+164.0%
CHRW vs SUI
+110.1%
+53.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.4% | -2.8% | +1.4% | -0.6% |
| 30D | -3.5% | -1.2% | -2.3% | -3.2% |
| 3M | -19.4% | -1.7% | -17.7% | -19.0% |
| 6M | -21.4% | -10.5% | -10.9% | -19.1% |
| YTD | -7.1% | -1.8% | -5.3% | -6.9% |
| 1Y | +17.8% | -4.1% | +21.9% | +18.8% |
| 3Y | +78.8% | +11.3% | +67.5% | +72.3% |
| 5Y | +83.5% | -32.1% | +115.6% | +93.7% |
| All | +164.0% | +110.1% | +53.9% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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