+810.1%
CDE vs TTD
-83.6%
+893.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -2.0% | -4.6% | +2.6% | -1.2% |
| 30D | +15.7% | +3.7% | +12.0% | +14.9% |
| 3M | +30.5% | -30.2% | +60.7% | +37.2% |
| 6M | -7.4% | -51.4% | +44.0% | +3.6% |
| YTD | +17.9% | -63.4% | +81.3% | +40.2% |
| 1Y | +46.7% | -73.5% | +120.2% | +86.6% |
| All | +810.1% | -83.6% | +893.7% | +960.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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