-83.3%
TTD vs CNP
+60.3%
-143.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +1.3% |
| 7D | +5.2% | -4.2% | +9.4% | +4.2% |
| 30D | +6.9% | +5.5% | +1.4% | +8.3% |
| 3M | -26.8% | +0.6% | -27.4% | -26.7% |
| 6M | -46.1% | -2.8% | -43.3% | -46.4% |
| YTD | -65.9% | +7.9% | -73.8% | -65.3% |
| 1Y | -71.8% | +6.7% | -78.5% | -71.4% |
| 3Y | -83.3% | +61.1% | -144.4% | -83.2% |
| All | -83.3% | +60.3% | -143.6% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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