-80.9%
TTD vs CLBK
+41.8%
-122.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -4.6% | -1.5% | -3.1% | -4.3% |
| 30D | +3.7% | +6.7% | -3.0% | +2.0% |
| 3M | -30.2% | +21.2% | -51.4% | -33.5% |
| 6M | -51.4% | +42.0% | -93.4% | -55.5% |
| YTD | -63.4% | +63.3% | -126.7% | -67.8% |
| 1Y | -73.5% | +65.4% | -138.9% | -76.8% |
| 3Y | -83.5% | +52.5% | -135.9% | -85.6% |
| 5Y | -80.9% | +42.0% | -122.9% | -83.8% |
| All | -80.9% | +41.8% | -122.8% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling