-79.3%
TTD vs CPNG
-76.1%
-3.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.7% |
| 7D | +21.3% | -6.8% | +28.0% | +25.1% |
| 30D | +28.7% | +5.5% | +23.2% | +25.5% |
| 3M | +7.7% | -6.8% | +14.4% | +10.5% |
| 6M | -23.5% | -4.8% | -18.7% | -23.9% |
| YTD | -58.7% | -35.6% | -23.1% | -51.5% |
| 1Y | -63.4% | -46.8% | -16.7% | -53.1% |
| 3Y | -75.3% | -0.8% | -74.5% | -78.4% |
| 5Y | -84.4% | -42.9% | -41.5% | -84.1% |
| All | -79.3% | -76.1% | -3.2% | -77.8% |
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