+28.5%
CLS vs CDW
-13.4%
+41.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +5.0% | -7.4% | +12.3% | +7.0% |
| 30D | +4.8% | +5.8% | -1.1% | +3.1% |
| 3M | -10.4% | +10.8% | -21.2% | -13.2% |
| 6M | +20.8% | +21.5% | -0.7% | +13.5% |
| YTD | +10.0% | +6.4% | +3.7% | +9.7% |
| 1Y | +28.5% | -14.8% | +43.3% | +40.0% |
| All | +28.5% | -13.4% | +41.9% | +40.0% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling