-69.7%
TTD vs CPNG
-54.7%
-15.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.8% |
| 7D | -7.4% | -5.4% | -2.0% | -6.2% |
| 30D | +3.0% | -11.1% | +14.1% | +5.7% |
| 3M | -27.6% | -3.0% | -24.6% | -27.9% |
| 6M | -49.5% | -23.5% | -26.0% | -46.3% |
| YTD | -63.2% | -37.8% | -25.4% | -59.3% |
| 1Y | -69.7% | -54.3% | -15.4% | -63.3% |
| All | -69.7% | -54.7% | -15.0% | -63.3% |
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