+3,695.2%
CHRW vs MOD
+264.3%
+3,430.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.1% | -2.9% |
| 7D | +0.7% | -34.2% | +34.8% | +7.2% |
| 30D | -5.0% | -51.9% | +46.9% | +6.1% |
| 3M | -16.1% | -53.0% | +36.9% | -6.6% |
| 6M | -22.6% | -66.4% | +43.7% | -10.3% |
| YTD | -19.3% | -31.5% | +12.3% | -18.1% |
| 1Y | -14.9% | -39.6% | +24.6% | -12.4% |
| 3Y | +68.0% | +116.8% | -48.8% | +29.3% |
| 5Y | +53.2% | +713.8% | -660.6% | -11.5% |
| 10Y | +134.8% | +882.7% | -747.9% | +12.5% |
| All | +3,695.2% | +264.3% | +3,430.9% | +1,384.1% |
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