+65.1%
CLBK vs WTW
+133.1%
-68.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -1.4% | -7.8% | +6.4% | +1.4% |
| 30D | +4.5% | -7.9% | +12.4% | +7.4% |
| 3M | +22.8% | +19.9% | +2.8% | +14.6% |
| 6M | +43.4% | +9.8% | +33.6% | +37.3% |
| YTD | +64.1% | -3.3% | +67.5% | +63.8% |
| 1Y | +67.6% | -3.3% | +70.9% | +67.0% |
| 3Y | +53.3% | +61.5% | -8.3% | +24.3% |
| 5Y | +44.8% | +42.6% | +2.2% | +22.3% |
| All | +65.1% | +133.1% | -68.0% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling