-68.3%
TTD vs CAI
-26.7%
-41.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.7% |
| 7D | -0.6% | -2.9% | +2.3% | -0.8% |
| 30D | +6.3% | +9.3% | -3.0% | +6.8% |
| 3M | -24.1% | +35.2% | -59.3% | -23.2% |
| 6M | -47.4% | +30.7% | -78.2% | -46.8% |
| YTD | -62.2% | -9.8% | -52.4% | -61.3% |
| 1Y | -68.3% | -28.9% | -39.5% | -66.5% |
| All | -68.3% | -26.7% | -41.6% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling