-2.5%
CLX vs CDW
+263.0%
-265.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | -1.2% |
| 7D | -3.5% | -3.9% | +0.3% | -3.3% |
| 30D | -11.9% | +6.9% | -18.8% | -12.4% |
| 3M | -2.6% | +7.7% | -10.3% | -3.3% |
| 6M | -18.2% | +18.3% | -36.5% | -19.9% |
| YTD | -5.9% | +7.8% | -13.7% | -7.2% |
| 1Y | -23.8% | -12.2% | -11.7% | -23.5% |
| 3Y | -33.6% | -28.9% | -4.6% | -32.4% |
| 5Y | -35.7% | -22.8% | -12.9% | -35.6% |
| 10Y | -2.5% | +266.1% | -268.6% | -23.3% |
| All | -2.5% | +263.0% | -265.5% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling