+5.4%
CDE vs TTD
+445.4%
-440.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | -9.6% | +21.3% | -30.9% | -12.3% |
| 30D | -6.7% | +28.7% | -35.4% | -10.3% |
| 3M | -24.2% | +7.7% | -31.9% | -25.3% |
| 6M | -29.1% | -23.5% | -5.6% | -27.4% |
| YTD | -21.5% | -58.7% | +37.2% | -12.5% |
| 1Y | -7.4% | -63.4% | +56.0% | +5.2% |
| 3Y | +596.3% | -75.3% | +671.6% | +699.9% |
| 5Y | +95.7% | -84.4% | +180.1% | +125.5% |
| 10Y | +53.0% | +516.1% | -463.2% | +26.6% |
| All | +5.4% | +445.4% | -440.0% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling