+74.1%
CHRW vs CLBK
+61.7%
+12.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +4.7% | +2.5% | +2.3% | +4.1% |
| 30D | -2.6% | +3.7% | -6.3% | -3.5% |
| 3M | -8.0% | -3.3% | -4.7% | -7.2% |
| 6M | -19.0% | +29.6% | -48.7% | -24.5% |
| YTD | -15.5% | +60.3% | -75.7% | -25.4% |
| 1Y | -10.8% | +63.4% | -74.2% | -21.7% |
| 3Y | +79.8% | +53.8% | +26.0% | +57.1% |
| 5Y | +59.3% | +29.0% | +30.3% | +38.8% |
| All | +74.1% | +61.7% | +12.4% | +36.6% |
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