-12.5%
TLT vs CDW
+325.6%
-338.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | +0.3% |
| 7D | +0.3% | +9.3% | -9.0% | +0.8% |
| 30D | +5.1% | +15.8% | -10.7% | +6.0% |
| 3M | -0.2% | +21.8% | -22.0% | +1.0% |
| 6M | -2.9% | +58.8% | -61.7% | +0.1% |
| YTD | -2.7% | +22.8% | -25.5% | -1.0% |
| 1Y | -4.6% | +17.9% | -22.5% | -3.2% |
| 3Y | +6.1% | -17.4% | +23.5% | +5.4% |
| 5Y | -35.1% | -5.7% | -29.4% | -34.3% |
| 10Y | -12.5% | +319.5% | -332.0% | +5.0% |
| All | -12.5% | +325.6% | -338.1% | +5.0% |
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 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