+44.8%
CLBK vs TW
+19.6%
+25.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -1.4% | -2.7% | +1.4% | -1.2% |
| 30D | +4.5% | -1.7% | +6.3% | +4.6% |
| 3M | +22.8% | +1.6% | +21.2% | +22.5% |
| 6M | +43.4% | -17.7% | +61.1% | +45.2% |
| YTD | +64.1% | -4.3% | +68.5% | +64.0% |
| 1Y | +67.6% | -13.1% | +80.7% | +68.8% |
| 3Y | +53.3% | +20.3% | +33.0% | +46.3% |
| 5Y | +44.8% | +22.0% | +22.9% | +36.0% |
| All | +44.8% | +19.6% | +25.2% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling