+99.7%
CDE vs TTD
-84.3%
+184.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | -9.6% | +21.3% | -30.9% | -12.8% |
| 30D | -6.7% | +28.7% | -35.4% | -11.1% |
| 3M | -24.2% | +7.7% | -31.9% | -25.6% |
| 6M | -29.1% | -23.5% | -5.6% | -27.0% |
| YTD | -21.5% | -58.7% | +37.2% | -9.5% |
| 1Y | -7.4% | -63.4% | +56.0% | +9.5% |
| 3Y | +596.3% | -75.3% | +671.6% | +718.9% |
| All | +99.7% | -84.3% | +184.0% | +141.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling