+9.0%
TLT vs CDW
+933.5%
-924.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | +0.1% | +2.1% | -2.0% | +0.3% |
| 30D | +6.2% | +14.7% | -8.6% | +7.2% |
| 3M | +0.1% | +11.1% | -11.1% | +0.9% |
| 6M | -3.0% | +45.6% | -48.5% | 0.0% |
| YTD | -2.7% | +17.1% | -19.8% | -1.1% |
| 1Y | -4.8% | +13.2% | -18.0% | -3.5% |
| 3Y | +6.9% | -22.2% | +29.1% | +5.8% |
| 5Y | -34.5% | -10.1% | -24.3% | -33.7% |
| 10Y | -17.3% | +307.0% | -324.3% | +2.6% |
| All | +9.0% | +933.5% | -924.5% | +43.2% |
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