+99.7%
CLF vs CDW
+303.2%
-203.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | -19.6% | +2.1% | -21.7% | -21.5% |
| 30D | -5.0% | +14.7% | -19.7% | -14.5% |
| 3M | -6.3% | +11.1% | -17.4% | -15.0% |
| 6M | +2.8% | +45.6% | -42.8% | -25.5% |
| YTD | -13.7% | +17.1% | -30.8% | -30.4% |
| 1Y | +13.6% | +13.2% | +0.4% | -6.0% |
| 3Y | -34.0% | -22.2% | -11.8% | -29.9% |
| 5Y | -48.7% | -10.1% | -38.6% | -52.5% |
| All | +99.7% | +303.2% | -203.5% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling