-4.2%
TLT vs CDW
-13.2%
+9.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | 0.0% |
| 7D | +0.4% | -3.9% | +4.3% | +0.4% |
| 30D | -0.3% | +6.9% | -7.2% | -0.3% |
| 3M | -1.7% | +7.7% | -9.4% | -1.8% |
| 6M | -4.9% | +18.3% | -23.2% | -5.0% |
| YTD | -2.8% | +7.8% | -10.6% | -3.0% |
| 1Y | -4.2% | -12.2% | +8.0% | -4.4% |
| All | -4.2% | -13.2% | +9.0% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling