+65.7%
CLBK vs WTW
-3.2%
+68.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.5% | -5.7% | +4.3% | -0.7% |
| 30D | -1.0% | -7.3% | +6.2% | -0.1% |
| 3M | +22.9% | +21.5% | +1.5% | +19.2% |
| 6M | +44.2% | +9.6% | +34.6% | +41.6% |
| YTD | +64.0% | -3.3% | +67.3% | +66.1% |
| 1Y | +65.7% | -6.1% | +71.8% | +71.9% |
| All | +65.7% | -3.2% | +68.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling