+167.0%
CDW vs CLBK
+60.9%
+106.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | +9.3% | +0.9% | +8.4% | +9.0% |
| 30D | +14.4% | +3.4% | +10.9% | +12.8% |
| 3M | +21.4% | -4.3% | +25.7% | +23.4% |
| 6M | +72.8% | +28.4% | +44.4% | +55.1% |
| YTD | +28.0% | +59.4% | -31.4% | +4.6% |
| 1Y | +19.3% | +64.8% | -45.5% | -4.0% |
| 3Y | -15.3% | +50.6% | -65.9% | -31.6% |
| 5Y | -3.8% | +28.3% | -32.1% | -22.3% |
| All | +167.0% | +60.9% | +106.2% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling