+80.1%
CLF vs CDW
+325.6%
-245.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.8% | +2.1% | +4.0% |
| 7D | -14.1% | +9.3% | -23.4% | -19.6% |
| 30D | -5.5% | +15.8% | -21.3% | -15.4% |
| 3M | 0.0% | +21.8% | -21.8% | -14.2% |
| 6M | +11.3% | +58.8% | -47.5% | -23.5% |
| YTD | -7.7% | +22.8% | -30.5% | -27.7% |
| 1Y | +17.5% | +17.9% | -0.4% | -5.0% |
| 3Y | -25.4% | -17.4% | -8.0% | -23.7% |
| 5Y | -46.0% | -5.7% | -40.2% | -51.3% |
| 10Y | +80.1% | +319.5% | -239.4% | -30.3% |
| All | +80.1% | +325.6% | -245.5% | -30.3% |
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