-73.5%
TTD vs CCL
-26.7%
-46.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | -4.6% | -4.4% | -0.2% | -3.9% |
| 30D | +3.7% | -18.2% | +21.9% | +7.0% |
| 3M | -30.2% | -17.7% | -12.5% | -28.0% |
| 6M | -51.4% | -13.0% | -38.4% | -50.3% |
| YTD | -63.4% | -24.5% | -39.0% | -61.9% |
| 1Y | -73.5% | -26.9% | -46.6% | -73.0% |
| All | -73.5% | -26.7% | -46.8% | -73.0% |
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