+394.9%
TTWO vs CDW
+300.6%
+94.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -2.8% |
| 7D | +0.4% | +0.9% | -0.6% | 0.0% |
| 30D | -11.3% | +13.1% | -24.4% | -14.8% |
| 3M | +1.6% | +19.7% | -18.1% | -4.7% |
| 6M | +2.1% | +30.7% | -28.6% | -8.3% |
| YTD | -15.8% | +14.7% | -30.5% | -21.6% |
| 1Y | -12.6% | -5.3% | -7.3% | -13.6% |
| 3Y | +48.2% | -23.8% | +72.1% | +53.3% |
| 5Y | +40.0% | -16.8% | +56.8% | +37.0% |
| All | +394.9% | +300.6% | +94.3% | +164.6% |
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