+74.6%
CLF vs CDW
+312.7%
-238.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.8% |
| 7D | +10.4% | +9.3% | +1.1% | +4.7% |
| 30D | +0.6% | +14.4% | -13.8% | -9.0% |
| 3M | +4.1% | +21.4% | -17.3% | -10.2% |
| 6M | +15.1% | +72.8% | -57.7% | -25.1% |
| YTD | -4.7% | +28.0% | -32.8% | -27.2% |
| 1Y | +20.4% | +19.3% | +1.0% | -3.2% |
| 3Y | -23.4% | -15.3% | -8.1% | -22.5% |
| 5Y | -43.3% | -3.8% | -39.5% | -49.2% |
| All | +74.6% | +312.7% | -238.0% | -42.6% |
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