+51.8%
TTWO vs CDW
-15.0%
+66.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +6.0% | +9.3% | -3.3% | +4.9% |
| 30D | +13.2% | +14.4% | -1.1% | +11.3% |
| 3M | -5.8% | +21.4% | -27.2% | -8.2% |
| 6M | +0.4% | +72.8% | -72.4% | -7.4% |
| YTD | -11.0% | +28.0% | -39.0% | -14.5% |
| 1Y | -4.1% | +19.3% | -23.4% | -6.7% |
| 3Y | +51.8% | -15.3% | +67.1% | +52.6% |
| All | +51.8% | -15.0% | +66.8% | +52.6% |
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 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