+160.1%
TTD vs CLBK
+65.6%
+94.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -7.4% | -1.4% | -6.1% | -6.9% |
| 30D | +3.0% | +4.5% | -1.5% | +1.3% |
| 3M | -27.6% | +22.8% | -50.4% | -33.2% |
| 6M | -49.5% | +43.4% | -92.9% | -56.2% |
| YTD | -63.2% | +64.1% | -127.3% | -69.9% |
| 1Y | -69.7% | +67.6% | -137.3% | -75.6% |
| 3Y | -83.3% | +53.3% | -136.6% | -86.6% |
| 5Y | -80.8% | +44.8% | -125.6% | -85.4% |
| All | +160.1% | +65.6% | +94.4% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling