+1.5%
TT vs CDW
+19.9%
-18.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | +4.0% | +9.3% | -5.3% | +4.0% |
| 30D | -11.3% | +14.4% | -25.7% | -11.1% |
| 3M | -12.3% | +21.4% | -33.7% | -12.0% |
| 6M | -10.8% | +72.8% | -83.6% | -11.6% |
| YTD | +8.2% | +28.0% | -19.9% | +8.1% |
| 1Y | +1.5% | +19.3% | -17.9% | +5.5% |
| All | +1.5% | +19.9% | -18.5% | +5.5% |
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