-14.0%
CDW vs CLBK
+67.6%
-81.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -4.2% | -1.5% | -2.8% | -3.9% |
| 30D | +4.9% | +6.7% | -1.8% | +3.1% |
| 3M | +7.3% | +21.2% | -13.9% | +1.4% |
| 6M | +19.2% | +42.0% | -22.8% | +7.2% |
| YTD | +6.2% | +63.3% | -57.1% | -8.1% |
| 1Y | -14.0% | +65.4% | -79.4% | -27.8% |
| All | -14.0% | +67.6% | -81.6% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling