-41.2%
CLF vs CDW
-2.4%
-38.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +3.5% |
| 7D | -9.1% | +13.1% | -22.1% | -14.7% |
| 30D | -0.9% | +19.1% | -20.0% | -10.0% |
| 3M | +3.0% | +24.7% | -21.8% | -9.3% |
| 6M | +16.7% | +63.4% | -46.7% | -14.8% |
| YTD | -3.2% | +26.3% | -29.5% | -20.8% |
| 1Y | +24.6% | +20.6% | +4.0% | +5.3% |
| 3Y | -22.3% | -16.3% | -6.0% | -18.8% |
| 5Y | -41.2% | -3.9% | -37.3% | -48.5% |
| All | -41.2% | -2.4% | -38.8% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling