-65.5%
TTD vs CDW
+16.9%
-82.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.8% | +10.6% | +13.2% |
| 7D | +19.0% | +9.3% | +9.7% | +14.1% |
| 30D | +23.6% | +15.8% | +7.8% | +16.0% |
| 3M | +8.2% | +21.8% | -13.6% | -1.1% |
| 6M | -35.3% | +58.8% | -94.1% | -45.7% |
| YTD | -60.7% | +22.8% | -83.4% | -64.6% |
| All | -65.5% | +16.9% | -82.4% | -68.5% |
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