+37.2%
TTWO vs CDW
-23.9%
+61.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -2.3% | -4.2% | +1.9% | -1.5% |
| 30D | -16.7% | +4.9% | -21.6% | -17.8% |
| 3M | -0.4% | +7.3% | -7.7% | -2.8% |
| 6M | -1.6% | +19.2% | -20.8% | -7.6% |
| YTD | -17.5% | +6.2% | -23.7% | -20.3% |
| 1Y | -14.8% | -14.0% | -0.8% | -12.8% |
| 3Y | +47.9% | -30.0% | +77.9% | +56.1% |
| All | +37.2% | -23.9% | +61.1% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling