+4,266.9%
CHRW vs SUI
+1,703.5%
+2,563.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.4% | -2.8% | +1.4% | -0.4% |
| 30D | -3.5% | -1.2% | -2.3% | -3.1% |
| 3M | -19.4% | -1.7% | -17.7% | -19.0% |
| 6M | -21.4% | -10.5% | -10.9% | -18.3% |
| YTD | -7.1% | -1.8% | -5.3% | -6.9% |
| 1Y | +17.8% | -4.1% | +21.9% | +19.1% |
| 3Y | +78.8% | +11.3% | +67.5% | +69.0% |
| 5Y | +83.5% | -32.1% | +115.6% | +103.0% |
| 10Y | +160.2% | +110.4% | +49.8% | +75.9% |
| All | +4,266.9% | +1,703.5% | +2,563.4% | +883.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling