-63.8%
TTD vs CCL
+17.2%
-81.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +20.8% | -1.5% | +22.3% | +21.0% |
| 30D | +33.8% | +16.5% | +17.4% | +31.0% |
| 3M | +17.8% | +11.2% | +6.6% | +16.4% |
| 6M | -25.7% | +22.6% | -48.3% | -27.1% |
| YTD | -57.9% | +2.6% | -60.5% | -58.1% |
| 1Y | -63.8% | +17.0% | -80.8% | -64.5% |
| All | -63.8% | +17.2% | -81.0% | -64.5% |
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