-80.9%
TTD vs CPNG
-52.6%
-28.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -4.6% | -7.6% | +3.0% | -0.9% |
| 30D | +3.7% | -8.8% | +12.5% | +8.2% |
| 3M | -30.2% | -7.2% | -23.0% | -29.2% |
| 6M | -51.4% | -21.5% | -29.9% | -47.1% |
| YTD | -63.4% | -37.4% | -26.0% | -55.7% |
| 1Y | -73.5% | -54.3% | -19.2% | -62.3% |
| 3Y | -83.5% | -20.3% | -63.2% | -84.1% |
| 5Y | -80.9% | -51.2% | -29.7% | -78.6% |
| All | -80.9% | -52.6% | -28.4% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling