+3,695.2%
CHRW vs SUI
+1,762.0%
+1,933.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.4% |
| 7D | +0.7% | +8.8% | -8.1% | -2.4% |
| 30D | -5.0% | +8.9% | -13.9% | -7.9% |
| 3M | -16.1% | +2.0% | -18.1% | -16.9% |
| 6M | -22.6% | -0.6% | -22.0% | -22.7% |
| YTD | -19.3% | +1.3% | -20.6% | -20.1% |
| 1Y | -14.9% | +1.3% | -16.2% | -15.8% |
| 3Y | +68.0% | +16.3% | +51.8% | +56.5% |
| 5Y | +53.2% | -25.1% | +78.2% | +63.3% |
| 10Y | +134.8% | +121.1% | +13.8% | +55.8% |
| All | +3,695.2% | +1,762.0% | +1,933.1% | +743.8% |
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