+121.5%
CDW vs CLBK
+64.7%
+56.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | -4.2% | -1.5% | -2.8% | -3.6% |
| 30D | +4.9% | +6.7% | -1.8% | +2.0% |
| 3M | +7.3% | +21.2% | -13.9% | -1.1% |
| 6M | +19.2% | +42.0% | -22.8% | +2.5% |
| YTD | +6.2% | +63.3% | -57.1% | -14.0% |
| 1Y | -14.0% | +65.4% | -79.4% | -31.1% |
| 3Y | -30.0% | +52.5% | -82.4% | -43.7% |
| 5Y | -23.6% | +42.0% | -65.6% | -42.0% |
| All | +121.5% | +64.7% | +56.8% | +55.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling