-72.2%
TTD vs CLBK
+73.3%
-145.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | +1.2% | +5.1% | +6.1% |
| 30D | -23.9% | +9.1% | -33.0% | -25.2% |
| 3M | -31.4% | +27.7% | -59.1% | -34.5% |
| 6M | -42.7% | +40.8% | -83.5% | -46.3% |
| YTD | -62.0% | +66.4% | -128.4% | -65.3% |
| 1Y | -72.2% | +72.4% | -144.6% | -75.6% |
| All | -72.2% | +73.3% | -145.5% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling