+48.6%
CHRW vs MOD
+748.9%
-700.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -2.9% |
| 7D | +0.6% | -25.5% | +26.1% | +3.1% |
| 30D | -7.3% | -49.0% | +41.7% | -1.5% |
| 3M | -14.2% | -49.8% | +35.6% | -9.0% |
| 6M | -25.1% | -64.8% | +39.7% | -18.0% |
| YTD | -21.2% | -27.6% | +6.5% | -21.6% |
| 1Y | -14.2% | -35.2% | +21.0% | -13.8% |
| 3Y | +63.5% | +137.1% | -73.6% | +34.0% |
| All | +48.6% | +748.9% | -700.4% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling