-72.0%
TTD vs CPNG
-45.7%
-26.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.0% | -9.1% | -0.2% |
| 7D | +3.7% | +20.8% | -17.2% | -1.3% |
| 30D | +10.4% | +20.1% | -9.6% | +5.3% |
| 3M | -31.6% | +1.6% | -33.2% | -32.4% |
| 6M | -45.1% | -15.8% | -29.3% | -43.4% |
| YTD | -65.1% | -27.7% | -37.4% | -63.7% |
| 1Y | -72.0% | -46.9% | -25.1% | -69.4% |
| All | -72.0% | -45.7% | -26.3% | -69.4% |
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