-47.8%
CLF vs CDW
-19.1%
-28.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +7.6% | +3.2% | +4.4% | +5.7% |
| 30D | -1.2% | +9.3% | -10.5% | -6.1% |
| 3M | -13.4% | +9.8% | -23.2% | -19.4% |
| 6M | +15.4% | +23.3% | -7.9% | -4.4% |
| YTD | -5.9% | +13.7% | -19.5% | -18.0% |
| 1Y | +18.8% | -6.5% | +25.3% | +18.8% |
| 3Y | -19.4% | -25.2% | +5.8% | -9.9% |
| All | -47.8% | -19.1% | -28.7% | -42.8% |
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 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