+78.2%
CHRW vs MOD
+300.6%
-222.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.6% |
| 7D | -1.4% | +9.6% | -11.0% | -2.3% |
| 30D | -3.5% | 0.0% | -3.5% | -3.6% |
| 3M | -19.4% | -35.4% | +16.0% | -15.8% |
| 6M | -21.4% | -7.3% | -14.1% | -21.9% |
| YTD | -7.1% | +45.8% | -52.9% | -12.8% |
| 1Y | +17.8% | +43.1% | -25.3% | +10.2% |
| All | +78.2% | +300.6% | -222.4% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling