-82.5%
TTD vs CDNS
+83.9%
-166.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +4.1% |
| 7D | +20.8% | -0.1% | +20.9% | +21.1% |
| 30D | +33.8% | -5.5% | +39.3% | +38.4% |
| 3M | +17.8% | +0.5% | +17.3% | +14.3% |
| 6M | -25.7% | -9.6% | -16.1% | -23.2% |
| YTD | -57.9% | +5.3% | -63.2% | -62.3% |
| 1Y | -63.8% | +3.4% | -67.2% | -67.3% |
| 3Y | -75.0% | +25.9% | -100.9% | -83.7% |
| 5Y | -82.5% | +85.8% | -168.3% | -93.2% |
| All | -82.5% | +83.9% | -166.4% | -93.2% |
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