-75.6%
TTD vs CDNS
+27.9%
-103.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.8% |
| 7D | +20.8% | +7.0% | +13.7% | +17.3% |
| 30D | +27.1% | -0.3% | +27.4% | +26.9% |
| 3M | +14.7% | +3.2% | +11.5% | +11.4% |
| 6M | -26.8% | -6.9% | -19.9% | -25.6% |
| YTD | -59.2% | +6.6% | -65.9% | -61.8% |
| 1Y | -64.7% | +5.6% | -70.3% | -66.8% |
| All | -75.6% | +27.9% | -103.5% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling