+19.7%
CHRW vs CLBK
+65.7%
-46.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +4.1% | -1.5% | +5.5% | +4.6% |
| 30D | +1.9% | +6.7% | -4.8% | -0.4% |
| 3M | -21.2% | +21.2% | -42.3% | -26.5% |
| 6M | -16.7% | +42.0% | -58.6% | -26.3% |
| YTD | -5.4% | +63.3% | -68.6% | -19.7% |
| All | +19.7% | +65.7% | -46.0% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling