+17.3%
CHRW vs MOD
+45.0%
-27.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.3% |
| 7D | -1.8% | +9.6% | -11.4% | -2.6% |
| 30D | -3.9% | 0.0% | -3.9% | -4.0% |
| 3M | -19.7% | -35.4% | +15.6% | -15.6% |
| 6M | -21.7% | -7.3% | -14.4% | -22.5% |
| YTD | -7.5% | +45.8% | -53.3% | -14.7% |
| 1Y | +17.3% | +43.1% | -25.8% | +8.4% |
| All | +17.3% | +45.0% | -27.7% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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