-80.8%
TTD vs CNP
+73.1%
-153.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.3% |
| 7D | +6.3% | +1.1% | +5.2% | +6.2% |
| 30D | -23.9% | -1.8% | -22.1% | -23.7% |
| 3M | -31.4% | -4.6% | -26.7% | -31.1% |
| 6M | -42.7% | -8.8% | -33.8% | -42.1% |
| YTD | -62.0% | +5.2% | -67.2% | -62.6% |
| 1Y | -72.2% | +8.3% | -80.5% | -72.8% |
| 3Y | -81.9% | +54.9% | -136.8% | -84.5% |
| All | -80.8% | +73.1% | -153.9% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling