+1,463.6%
TTWO vs CDW
+1,030.0%
+433.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | +6.0% | +9.3% | -3.3% | +3.4% |
| 30D | +13.2% | +14.4% | -1.1% | +8.8% |
| 3M | -5.8% | +21.4% | -27.2% | -11.8% |
| 6M | +0.4% | +72.8% | -72.4% | -16.5% |
| YTD | -11.0% | +28.0% | -39.0% | -20.2% |
| 1Y | -4.1% | +19.3% | -23.4% | -12.0% |
| 3Y | +51.8% | -15.3% | +67.1% | +51.3% |
| 5Y | +21.3% | -3.8% | +25.1% | +13.4% |
| 10Y | +375.1% | +318.5% | +56.6% | +151.4% |
| All | +1,463.6% | +1,030.0% | +433.7% | +626.1% |
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