+361.1%
TTD vs CDNS
+1,055.0%
-693.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -4.6% | -7.2% | +2.6% | +1.6% |
| 30D | +3.7% | -14.3% | +17.9% | +16.8% |
| 3M | -30.2% | -27.2% | -3.0% | -10.5% |
| 6M | -51.4% | -4.5% | -46.9% | -51.6% |
| YTD | -63.4% | -9.0% | -54.5% | -62.8% |
| 1Y | -73.5% | -21.3% | -52.2% | -69.8% |
| 3Y | -83.5% | +19.6% | -103.0% | -88.7% |
| 5Y | -80.9% | +71.5% | -152.5% | -90.7% |
| All | +361.1% | +1,055.0% | -693.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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