+86.0%
CHRW vs CLBK
+55.4%
+30.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | +0.9% | +7.8% | -6.8% | -1.4% |
| 3M | -19.9% | +23.9% | -43.7% | -25.2% |
| 6M | -15.8% | +42.3% | -58.1% | -24.6% |
| YTD | -5.6% | +65.4% | -71.0% | -19.3% |
| 1Y | +21.0% | +70.3% | -49.3% | +2.3% |
| 3Y | +86.0% | +54.5% | +31.6% | +56.7% |
| All | +86.0% | +55.4% | +30.6% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling