+51.4%
CLBK vs TW
+42.9%
+8.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | +2.5% | +3.2% | -0.7% | +2.5% |
| 30D | +3.7% | +19.7% | -16.0% | +3.8% |
| 3M | -3.3% | +26.8% | -30.1% | -3.1% |
| 6M | +29.6% | +20.9% | +8.8% | +29.8% |
| YTD | +60.3% | +22.9% | +37.4% | +60.5% |
| 1Y | +63.4% | +20.4% | +43.1% | +63.6% |
| All | +51.4% | +42.9% | +8.5% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling