-82.3%
TTD vs CDW
-25.3%
-56.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | +6.3% | +3.2% | +3.2% | +4.6% |
| 30D | -23.9% | +9.3% | -33.2% | -27.1% |
| 3M | -31.4% | +9.8% | -41.2% | -34.8% |
| 6M | -42.7% | +23.3% | -66.0% | -50.0% |
| YTD | -62.0% | +13.7% | -75.6% | -65.4% |
| 1Y | -72.2% | -6.5% | -65.7% | -71.7% |
| All | -82.3% | -25.3% | -56.9% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling