+848.2%
CLS vs CDW
-14.3%
+862.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.3% | +7.4% |
| 7D | +2.8% | +2.6% | +0.2% | +1.9% |
| 30D | -30.1% | +20.4% | -50.5% | -36.9% |
| 3M | -21.7% | +28.5% | -50.2% | -32.3% |
| 6M | -36.2% | +70.6% | -106.8% | -54.2% |
| YTD | -17.8% | +29.1% | -46.9% | -32.7% |
| 1Y | -26.8% | +23.8% | -50.6% | -37.7% |
| All | +848.2% | -14.3% | +862.5% | +866.7% |
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