-81.5%
TTD vs CPNG
-76.9%
-4.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.9% |
| 7D | -7.4% | -5.4% | -2.0% | -5.0% |
| 30D | +3.0% | -11.1% | +14.1% | +8.4% |
| 3M | -27.6% | -3.0% | -24.6% | -28.1% |
| 6M | -49.5% | -23.5% | -26.0% | -44.7% |
| YTD | -63.2% | -37.8% | -25.4% | -55.9% |
| 1Y | -69.7% | -54.3% | -15.4% | -58.2% |
| 3Y | -83.3% | -20.8% | -62.6% | -83.7% |
| 5Y | -80.8% | -51.1% | -29.7% | -79.8% |
| All | -81.5% | -76.9% | -4.6% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling