+29.0%
CLBK vs TW
+41.5%
-12.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +2.5% | +3.2% | -0.7% | +2.3% |
| 30D | +3.7% | +19.7% | -16.0% | +2.6% |
| 3M | -3.3% | +26.8% | -30.1% | -4.7% |
| 6M | +29.6% | +20.9% | +8.8% | +28.0% |
| YTD | +60.3% | +22.9% | +37.4% | +57.8% |
| 1Y | +63.4% | +20.4% | +43.1% | +61.1% |
| 3Y | +53.8% | +42.9% | +11.0% | +46.5% |
| 5Y | +29.0% | +40.2% | -11.3% | +21.2% |
| All | +29.0% | +41.5% | -12.5% | +21.2% |
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