-72.0%
TTD vs CCL
+17.9%
-89.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.3% | -4.4% | +1.9% |
| 7D | +3.7% | +11.6% | -7.9% | +2.1% |
| 30D | +10.4% | +22.5% | -12.1% | +7.4% |
| 3M | -31.6% | +6.4% | -38.0% | -32.0% |
| 6M | -45.1% | +23.4% | -68.5% | -46.2% |
| YTD | -65.1% | +4.2% | -69.3% | -65.4% |
| 1Y | -72.0% | +21.9% | -93.9% | -72.9% |
| All | -72.0% | +17.9% | -89.9% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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