-5.7%
CDW vs CLBK
+28.0%
-33.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.7% | +4.3% |
| 7D | +9.3% | +1.8% | +7.5% | +8.8% |
| 30D | +15.8% | +5.1% | +10.7% | +14.2% |
| 3M | +21.8% | +5.2% | +16.6% | +20.0% |
| 6M | +58.8% | +28.6% | +30.2% | +47.6% |
| YTD | +22.8% | +61.4% | -38.6% | +6.8% |
| 1Y | +17.9% | +64.7% | -46.8% | +1.9% |
| 3Y | -17.4% | +55.1% | -72.5% | -28.7% |
| 5Y | -5.7% | +28.4% | -34.1% | -20.3% |
| All | -5.7% | +28.0% | -33.8% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling