+92.0%
CHRW vs MOH
-19.7%
+111.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | +0.1% |
| 7D | +3.5% | +1.7% | +1.8% | +3.4% |
| 30D | +4.6% | -0.9% | +5.5% | +4.6% |
| 3M | -19.7% | +5.7% | -25.4% | -20.0% |
| 6M | -12.4% | +39.1% | -51.5% | -14.3% |
| YTD | -3.9% | +17.7% | -21.6% | -5.5% |
| 1Y | +18.4% | +8.4% | +10.0% | +17.1% |
| 3Y | +88.8% | -36.6% | +125.4% | +93.2% |
| All | +92.0% | -19.7% | +111.6% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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