+3,607.0%
CHRW vs SUI
+1,734.9%
+1,872.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -1.8% |
| 7D | +0.6% | +6.2% | -5.6% | -1.6% |
| 30D | -7.3% | +8.6% | -15.9% | -10.0% |
| 3M | -14.2% | +1.0% | -15.2% | -14.6% |
| 6M | -25.1% | -2.6% | -22.5% | -24.6% |
| YTD | -21.2% | -0.1% | -21.0% | -21.5% |
| 1Y | -14.2% | +0.5% | -14.6% | -14.8% |
| 3Y | +63.5% | +15.3% | +48.3% | +52.8% |
| 5Y | +49.6% | -26.1% | +75.7% | +60.4% |
| 10Y | +129.4% | +117.8% | +11.5% | +53.0% |
| All | +3,607.0% | +1,734.9% | +1,872.1% | +728.6% |
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 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