+137.1%
CDW vs CLBK
+67.9%
+69.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.2% | +1.2% | +2.0% | +2.7% |
| 30D | +9.3% | +9.1% | +0.2% | +5.4% |
| 3M | +9.8% | +27.7% | -17.9% | -1.0% |
| 6M | +23.3% | +40.8% | -17.5% | +6.5% |
| YTD | +13.7% | +66.4% | -52.7% | -8.7% |
| 1Y | -6.5% | +72.4% | -78.9% | -26.3% |
| 3Y | -25.2% | +50.7% | -75.9% | -39.6% |
| 5Y | -19.5% | +42.9% | -62.4% | -38.9% |
| All | +137.1% | +67.9% | +69.2% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling