-83.3%
TTD vs CCL
+55.0%
-138.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | +1.7% | -0.1% | +1.9% | +1.8% |
| 30D | +1.6% | -20.0% | +21.6% | +10.5% |
| 3M | -27.8% | -13.7% | -14.2% | -24.0% |
| 6M | -52.1% | -9.0% | -43.1% | -51.5% |
| YTD | -63.1% | -22.8% | -40.3% | -60.4% |
| 1Y | -73.1% | -25.3% | -47.7% | -71.0% |
| 3Y | -83.3% | +54.1% | -137.4% | -87.4% |
| All | -83.3% | +55.0% | -138.3% | -87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling