-83.3%
TTD vs CCL
+138.8%
-222.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | +5.2% | +3.1% | +2.1% | +3.9% |
| 30D | +6.9% | +13.7% | -6.7% | +2.0% |
| 3M | -26.8% | +3.8% | -30.6% | -28.3% |
| 6M | -46.1% | +9.3% | -55.4% | -48.4% |
| YTD | -65.9% | -1.1% | -64.9% | -66.8% |
| 1Y | -71.8% | +14.6% | -86.4% | -74.6% |
| 3Y | -83.3% | +146.4% | -229.7% | -88.6% |
| All | -83.3% | +138.8% | -222.1% | -88.6% |
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