+58.8%
CLBK vs TW
+22.3%
+36.5%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.4% |
| 7D | +2.5% | +7.3% | -4.8% | +2.6% |
| 30D | -1.2% | +18.6% | -19.8% | -0.7% |
| 3M | +2.6% | +24.8% | -22.2% | +3.3% |
| 6M | +26.5% | +16.1% | +10.4% | +26.7% |
| YTD | +56.4% | +19.1% | +37.4% | +57.7% |
| 1Y | +58.8% | +22.8% | +36.0% | +60.7% |
| All | +58.8% | +22.3% | +36.5% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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