+194.3%
CDE vs TTD
-81.0%
+275.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.8% | -3.3% |
| 7D | -6.1% | -7.4% | +1.4% | -4.8% |
| 30D | +9.5% | +3.0% | +6.4% | +8.8% |
| 3M | +32.0% | -27.6% | +59.6% | +37.8% |
| 6M | -12.8% | -49.5% | +36.7% | -3.7% |
| YTD | +14.2% | -63.2% | +77.4% | +33.4% |
| 1Y | +36.3% | -69.7% | +106.0% | +64.8% |
| 3Y | +821.4% | -83.3% | +904.7% | +1,051.8% |
| 5Y | +194.3% | -80.8% | +275.1% | +231.7% |
| All | +194.3% | -81.0% | +275.3% | +231.7% |
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