+8.9%
TLT vs CDW
+903.1%
-894.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -0.4% | +3.2% | -3.6% | -0.2% |
| 30D | -0.6% | +9.3% | -9.9% | +0.1% |
| 3M | -2.7% | +9.8% | -12.5% | -2.0% |
| 6M | -5.6% | +23.3% | -29.0% | -3.8% |
| YTD | -2.8% | +13.7% | -16.4% | -1.4% |
| 1Y | -1.4% | -6.5% | +5.0% | -1.5% |
| 3Y | -1.6% | -25.2% | +23.7% | -3.0% |
| 5Y | -33.8% | -19.5% | -14.3% | -33.9% |
| 10Y | -21.1% | +285.8% | -307.0% | -2.7% |
| All | +8.9% | +903.1% | -894.2% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling