-32.0%
CLX vs CDW
-25.3%
-6.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -9.2% | +3.2% | -12.4% | -9.4% |
| 30D | -11.0% | +9.3% | -20.3% | -11.5% |
| 3M | +5.0% | +9.8% | -4.8% | +4.2% |
| 6M | -18.8% | +23.3% | -42.2% | -20.7% |
| YTD | -4.4% | +13.7% | -18.1% | -5.9% |
| 1Y | -21.9% | -6.5% | -15.4% | -21.1% |
| All | -32.0% | -25.3% | -6.6% | -34.1% |
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