-71.8%
TTD vs CPRT
-23.4%
-48.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.6% |
| 7D | +5.2% | +6.0% | -0.8% | +2.7% |
| 30D | +6.9% | +20.0% | -13.1% | -0.4% |
| 3M | -26.8% | +10.1% | -37.0% | -30.6% |
| 6M | -46.1% | -4.3% | -41.8% | -45.5% |
| YTD | -65.9% | -18.4% | -47.5% | -62.6% |
| 1Y | -71.8% | -20.1% | -51.7% | -69.2% |
| All | -71.8% | -23.4% | -48.5% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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