-72.2%
TTD vs CPNG
-45.9%
-26.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.1% |
| 7D | +6.3% | -7.4% | +13.8% | +8.1% |
| 30D | -23.9% | -4.4% | -19.5% | -23.2% |
| 3M | -31.4% | -7.5% | -23.9% | -30.5% |
| 6M | -42.7% | -19.9% | -22.7% | -39.8% |
| YTD | -62.0% | -35.2% | -26.8% | -58.7% |
| 1Y | -72.2% | -46.8% | -25.4% | -68.4% |
| All | -72.2% | -45.9% | -26.3% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling