+63.4%
CLBK vs TW
+206.7%
-143.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -1.5% | -4.5% | +3.0% | -0.8% |
| 30D | -1.0% | -2.3% | +1.2% | -0.7% |
| 3M | +22.9% | +2.6% | +20.3% | +22.1% |
| 6M | +44.2% | -17.5% | +61.8% | +48.0% |
| YTD | +64.0% | -5.3% | +69.3% | +64.1% |
| 1Y | +65.7% | -14.8% | +80.4% | +68.6% |
| 3Y | +54.1% | +18.8% | +35.2% | +43.9% |
| 5Y | +44.7% | +20.7% | +24.0% | +32.8% |
| All | +63.4% | +206.7% | -143.3% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling