+60.1%
CDE vs TTD
+401.9%
-341.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.2% |
| 7D | +0.5% | +6.3% | -5.8% | -0.4% |
| 30D | +21.9% | -23.9% | +45.8% | +25.9% |
| 3M | +14.9% | -31.4% | +46.3% | +20.4% |
| 6M | -10.5% | -42.7% | +32.2% | -4.9% |
| YTD | +19.3% | -62.0% | +81.2% | +35.1% |
| 1Y | +50.8% | -72.2% | +123.0% | +78.7% |
| 3Y | +782.3% | -81.9% | +864.3% | +960.7% |
| 5Y | +191.7% | -81.5% | +273.2% | +227.6% |
| All | +60.1% | +401.9% | -341.8% | +39.1% |
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