+736.3%
TT vs CDW
+312.7%
+423.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | +4.0% | +9.3% | -5.3% | +0.7% |
| 30D | -11.3% | +14.4% | -25.7% | -16.1% |
| 3M | -12.3% | +21.4% | -33.7% | -19.6% |
| 6M | -10.8% | +72.8% | -83.6% | -31.1% |
| YTD | +8.2% | +28.0% | -19.9% | -7.5% |
| 1Y | +1.5% | +19.3% | -17.9% | -10.4% |
| 3Y | +91.5% | -15.3% | +106.8% | +92.1% |
| 5Y | +130.2% | -3.8% | +134.0% | +113.1% |
| All | +736.3% | +312.7% | +423.6% | +356.1% |
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