+73.3%
CHRW vs CLBK
+63.6%
+9.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -0.1% | +2.2% | -2.2% | -0.6% |
| 30D | -4.3% | +5.0% | -9.3% | -5.5% |
| 3M | -7.4% | +3.3% | -10.7% | -8.2% |
| 6M | -20.7% | +29.6% | -50.3% | -26.0% |
| YTD | -15.9% | +62.1% | -78.0% | -25.9% |
| 1Y | -9.9% | +64.3% | -74.2% | -21.0% |
| 3Y | +79.0% | +55.6% | +23.3% | +55.9% |
| 5Y | +61.3% | +29.3% | +32.1% | +40.7% |
| All | +73.3% | +63.6% | +9.7% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling