+65.9%
CLBK vs TW
+221.1%
-155.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +1.2% | -2.3% | +3.5% | +1.6% |
| 30D | +9.1% | +3.9% | +5.2% | +8.5% |
| 3M | +27.7% | +5.7% | +22.0% | +26.2% |
| 6M | +40.8% | -14.5% | +55.4% | +43.8% |
| YTD | +66.4% | -0.9% | +67.3% | +65.4% |
| 1Y | +72.4% | -13.5% | +85.9% | +75.2% |
| 3Y | +50.7% | +25.0% | +25.7% | +39.6% |
| 5Y | +42.9% | +22.7% | +20.2% | +31.3% |
| All | +65.9% | +221.1% | -155.2% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling