+83.5%
CLF vs CDW
+329.6%
-246.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +3.1% |
| 7D | -9.1% | +13.1% | -22.1% | -16.6% |
| 30D | -0.9% | +19.1% | -20.0% | -12.8% |
| 3M | +3.0% | +24.7% | -21.8% | -12.9% |
| 6M | +16.7% | +63.4% | -46.7% | -21.1% |
| YTD | -3.2% | +26.3% | -29.5% | -25.4% |
| 1Y | +24.6% | +20.6% | +4.0% | -0.6% |
| 3Y | -22.3% | -16.3% | -6.0% | -20.9% |
| 5Y | -41.2% | -3.9% | -37.3% | -47.4% |
| 10Y | +83.5% | +331.5% | -248.0% | -37.2% |
| All | +83.5% | +329.6% | -246.1% | -37.2% |
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