-80.6%
TTD vs CDNS
+72.8%
-153.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -0.6% |
| 7D | +1.7% | -9.2% | +11.0% | +9.4% |
| 30D | +1.6% | -16.3% | +17.8% | +15.3% |
| 3M | -27.8% | -27.9% | +0.1% | -8.7% |
| 6M | -52.1% | -4.3% | -47.8% | -52.4% |
| YTD | -63.1% | -9.1% | -54.0% | -62.4% |
| 1Y | -73.1% | -21.2% | -51.8% | -69.5% |
| 3Y | -83.3% | +19.4% | -102.7% | -89.0% |
| 5Y | -80.6% | +71.6% | -152.2% | -91.6% |
| All | -80.6% | +72.8% | -153.4% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling