+527.9%
TTD vs CCL
-29.3%
+557.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +20.8% | -1.5% | +22.3% | +21.6% |
| 30D | +33.8% | +16.5% | +17.4% | +26.7% |
| 3M | +17.8% | +11.2% | +6.6% | +12.6% |
| 6M | -25.7% | +22.6% | -48.3% | -31.9% |
| YTD | -57.9% | +2.6% | -60.5% | -59.8% |
| 1Y | -63.8% | +17.0% | -80.8% | -67.3% |
| 3Y | -75.0% | +145.5% | -220.6% | -83.2% |
| 5Y | -82.5% | +36.1% | -118.7% | -86.8% |
| 10Y | +527.9% | -29.4% | +557.3% | +469.2% |
| All | +527.9% | -29.3% | +557.2% | +469.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling