-35.1%
CLF vs CDW
-21.1%
-14.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -6.1% | -6.1% | -10.0% |
| 7D | -21.0% | -4.1% | -16.8% | -20.0% |
| 30D | -8.0% | +16.7% | -24.7% | -14.1% |
| 3M | -10.9% | +13.6% | -24.5% | -16.4% |
| 6M | +5.8% | +17.0% | -11.2% | -6.0% |
| YTD | -15.1% | +18.1% | -33.3% | -25.8% |
| 1Y | +7.2% | +10.5% | -3.2% | -1.6% |
| All | -35.1% | -21.1% | -14.0% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling