+4,266.9%
CHRW vs MOD
+699.3%
+3,567.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.4% |
| 7D | -1.4% | +9.6% | -11.0% | -2.9% |
| 30D | -3.5% | 0.0% | -3.5% | -3.7% |
| 3M | -19.4% | -35.4% | +16.0% | -14.3% |
| 6M | -21.4% | -7.3% | -14.1% | -22.3% |
| YTD | -7.1% | +45.8% | -52.9% | -15.6% |
| 1Y | +17.8% | +43.1% | -25.3% | +6.3% |
| 3Y | +78.8% | +297.7% | -218.9% | +26.0% |
| 5Y | +83.5% | +1,478.8% | -1,395.2% | -3.7% |
| 10Y | +160.2% | +1,633.4% | -1,473.2% | +15.7% |
| All | +4,266.9% | +699.3% | +3,567.6% | +1,421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling