+826.9%
TTMI vs CDW
-25.0%
+852.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.2% |
| 7D | +5.9% | +3.2% | +2.7% | +4.7% |
| 30D | -4.3% | +9.3% | -13.6% | -7.3% |
| 3M | -32.0% | +9.8% | -41.8% | -35.0% |
| 6M | +19.5% | +23.3% | -3.9% | +3.8% |
| YTD | +82.0% | +13.7% | +68.4% | +64.6% |
| 1Y | +172.6% | -6.5% | +179.1% | +184.2% |
| All | +826.9% | -25.0% | +852.0% | +917.4% |
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