-75.7%
TTD vs CLBK
+56.3%
-132.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +19.9% | +2.9% | +17.0% | +19.1% |
| 30D | +27.6% | +5.4% | +22.3% | +26.1% |
| 3M | +15.2% | +5.8% | +9.4% | +13.6% |
| 6M | -33.2% | +28.9% | -62.1% | -37.2% |
| YTD | -59.4% | +61.8% | -121.2% | -64.0% |
| 1Y | -64.4% | +63.1% | -127.5% | -68.5% |
| All | -75.7% | +56.3% | -132.0% | -78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling