-14.6%
CLF vs CDW
+903.1%
-917.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.4% |
| 7D | +7.6% | +3.2% | +4.4% | +5.4% |
| 30D | -1.2% | +9.3% | -10.5% | -7.1% |
| 3M | -13.4% | +9.8% | -23.2% | -20.7% |
| 6M | +15.4% | +23.3% | -7.9% | -6.5% |
| YTD | -5.9% | +13.7% | -19.5% | -19.9% |
| 1Y | +18.8% | -6.5% | +25.3% | +15.6% |
| 3Y | -19.4% | -25.2% | +5.8% | -10.7% |
| 5Y | -47.7% | -19.5% | -28.2% | -46.0% |
| 10Y | +130.4% | +285.8% | -155.4% | +1.6% |
| All | -14.6% | +903.1% | -917.7% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling