-22.8%
CDW vs CLBK
+43.5%
-66.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.0% |
| 7D | -3.9% | +1.1% | -5.0% | -4.2% |
| 30D | +6.9% | +7.8% | -0.9% | +4.7% |
| 3M | +7.7% | +23.9% | -16.2% | +1.2% |
| 6M | +18.3% | +42.3% | -24.0% | +6.8% |
| YTD | +7.8% | +65.4% | -57.6% | -6.9% |
| 1Y | -12.2% | +70.3% | -82.5% | -24.9% |
| 3Y | -28.9% | +54.5% | -83.4% | -38.7% |
| 5Y | -22.8% | +43.1% | -65.9% | -37.9% |
| All | -22.8% | +43.5% | -66.3% | -37.9% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling