+1,363.9%
TTWO vs CDW
+851.1%
+512.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +0.8% |
| 7D | -1.6% | -3.9% | +2.3% | -0.5% |
| 30D | -13.5% | +6.9% | -20.4% | -15.5% |
| 3M | +0.3% | +7.7% | -7.3% | -2.9% |
| 6M | +0.8% | +18.3% | -17.5% | -6.7% |
| YTD | -16.7% | +7.8% | -24.5% | -21.0% |
| 1Y | -14.3% | -12.2% | -2.1% | -13.5% |
| 3Y | +49.4% | -28.9% | +78.3% | +57.5% |
| 5Y | +33.8% | -22.8% | +56.5% | +34.1% |
| 10Y | +392.8% | +266.1% | +126.8% | +172.0% |
| All | +1,363.9% | +851.1% | +512.8% | +618.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling