-13.7%
CHRW vs MOD
-35.8%
+22.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -3.4% | -17.8% | +14.5% | -2.7% |
| 30D | -9.4% | -43.2% | +33.9% | -6.7% |
| 3M | -12.6% | -46.0% | +33.4% | -10.1% |
| 6M | -24.2% | -62.2% | +38.1% | -18.8% |
| YTD | -18.9% | -22.8% | +3.9% | -24.5% |
| 1Y | -13.7% | -35.5% | +21.8% | -18.2% |
| All | -13.7% | -35.8% | +22.1% | -18.2% |
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