-20.7%
TLT vs CDW
+263.0%
-283.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | -0.3% |
| 7D | +0.4% | -3.9% | +4.3% | +0.2% |
| 30D | -0.3% | +6.9% | -7.2% | +0.1% |
| 3M | -1.7% | +7.7% | -9.4% | -1.2% |
| 6M | -4.9% | +18.3% | -23.2% | -3.5% |
| YTD | -2.8% | +7.8% | -10.6% | -1.9% |
| 1Y | -4.2% | -12.2% | +8.0% | -4.6% |
| 3Y | -1.1% | -28.9% | +27.8% | -2.7% |
| 5Y | -33.7% | -22.8% | -10.9% | -33.9% |
| 10Y | -20.7% | +266.1% | -286.7% | -8.1% |
| All | -20.7% | +263.0% | -283.7% | -8.1% |
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 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