+129.8%
CHRW vs SUI
+120.9%
+8.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +4.7% | -3.8% | +8.6% | +5.9% |
| 30D | -2.6% | +3.9% | -6.5% | -3.7% |
| 3M | -8.0% | +0.2% | -8.2% | -8.2% |
| 6M | -19.0% | -4.2% | -14.8% | -18.2% |
| YTD | -15.5% | -2.5% | -12.9% | -15.2% |
| 1Y | -10.8% | -4.0% | -6.8% | -10.1% |
| 3Y | +79.8% | +16.5% | +63.3% | +71.3% |
| 5Y | +59.3% | -27.2% | +86.5% | +66.0% |
| All | +129.8% | +120.9% | +8.9% | +94.3% |
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