+508.5%
TTD vs CCL
-32.5%
+540.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +21.3% | -1.2% | +22.5% | +22.0% |
| 30D | +28.7% | +13.1% | +15.6% | +23.2% |
| 3M | +7.7% | +3.4% | +4.3% | +5.6% |
| 6M | -23.5% | +18.7% | -42.2% | -29.0% |
| YTD | -58.7% | -2.3% | -56.4% | -59.8% |
| 1Y | -63.4% | +14.2% | -77.6% | -66.7% |
| 3Y | -75.3% | +133.6% | -208.9% | -83.1% |
| 5Y | -84.4% | +33.5% | -117.9% | -88.0% |
| All | +508.5% | -32.5% | +540.9% | +464.7% |
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