-72.0%
TTD vs CLBK
+65.7%
-137.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +3.7% | +4.6% | -0.9% | +2.6% |
| 30D | +10.4% | -1.5% | +11.9% | +10.7% |
| 3M | -31.6% | +4.4% | -36.0% | -32.2% |
| 6M | -45.1% | +31.7% | -76.8% | -47.8% |
| YTD | -65.1% | +58.7% | -123.9% | -67.9% |
| 1Y | -72.0% | +64.9% | -136.9% | -75.1% |
| All | -72.0% | +65.7% | -137.7% | -75.1% |
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