+3,269.5%
CLS vs CDW
-19.1%
+3,288.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | +4.6% | +3.2% | +1.4% | +2.8% |
| 30D | -13.9% | +9.3% | -23.2% | -18.7% |
| 3M | -26.6% | +9.8% | -36.4% | -31.7% |
| 6M | +15.4% | +23.3% | -7.9% | -4.1% |
| YTD | +5.7% | +13.7% | -8.0% | -8.4% |
| 1Y | +41.1% | -6.5% | +47.6% | +42.2% |
| 3Y | +1,228.6% | -25.2% | +1,253.8% | +1,453.6% |
| All | +3,269.5% | -19.1% | +3,288.6% | +3,869.0% |
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 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