+91.3%
CHRW vs CLBK
+67.9%
+23.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | +1.2% | -2.6% | -1.7% |
| 30D | -3.5% | +9.1% | -12.6% | -5.7% |
| 3M | -19.4% | +27.7% | -47.1% | -24.5% |
| 6M | -21.4% | +40.8% | -62.2% | -28.2% |
| YTD | -7.1% | +66.4% | -73.5% | -18.8% |
| 1Y | +17.8% | +72.4% | -54.6% | +1.9% |
| 3Y | +78.8% | +50.7% | +28.1% | +56.6% |
| 5Y | +83.5% | +42.9% | +40.6% | +54.3% |
| All | +91.3% | +67.9% | +23.4% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling