-10.0%
CHRW vs SUI
-3.0%
-7.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +7.3% | -1.5% | +8.8% | +7.8% |
| 30D | -3.6% | +3.7% | -7.3% | -4.9% |
| 3M | -9.6% | -0.4% | -9.2% | -9.9% |
| 6M | -17.0% | -2.8% | -14.2% | -16.2% |
| YTD | -15.4% | -1.6% | -13.8% | -14.4% |
| 1Y | -10.0% | -2.1% | -7.9% | -8.3% |
| All | -10.0% | -3.0% | -7.0% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling