-34.5%
TLT vs CDW
-4.0%
-30.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | -3.1% | +9.3% | -12.4% | -3.2% |
| 30D | +1.0% | +14.4% | -13.3% | +0.8% |
| 3M | -2.7% | +21.4% | -24.1% | -3.1% |
| 6M | -4.1% | +72.8% | -77.0% | -4.9% |
| YTD | -5.4% | +28.0% | -33.4% | -5.9% |
| 1Y | -7.0% | +19.3% | -26.4% | -7.4% |
| 3Y | +2.8% | -15.3% | +18.1% | +2.7% |
| All | -34.5% | -4.0% | -30.6% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling