+20.2%
CLF vs CDW
+13.2%
+7.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +12.7% | -21.9% | -10.0% |
| 7D | -7.9% | +3.7% | -11.6% | -7.8% |
| 30D | +5.2% | +26.0% | -20.8% | +2.6% |
| 3M | +4.3% | +10.1% | -5.8% | +2.8% |
| 6M | +25.3% | +26.1% | -0.8% | +19.8% |
| YTD | -3.3% | +25.9% | -29.2% | -6.4% |
| 1Y | +20.2% | +21.5% | -1.3% | +20.2% |
| All | +20.2% | +13.2% | +7.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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