-80.9%
TTD vs CPNG
-75.9%
-5.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.7% |
| 7D | +6.3% | -7.4% | +13.8% | +10.0% |
| 30D | -23.9% | -4.4% | -19.5% | -22.5% |
| 3M | -31.4% | -7.5% | -23.9% | -30.3% |
| 6M | -42.7% | -19.9% | -22.7% | -38.4% |
| YTD | -62.0% | -35.2% | -26.8% | -55.3% |
| 1Y | -72.2% | -46.8% | -25.4% | -64.4% |
| 3Y | -81.9% | -20.2% | -61.8% | -82.3% |
| 5Y | -81.5% | -48.4% | -33.1% | -81.0% |
| All | -80.9% | -75.9% | -5.0% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling