-64.4%
TTD vs CVE
+59.5%
-123.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.3% |
| 7D | +19.9% | -10.0% | +29.9% | +18.4% |
| 30D | +27.6% | -11.9% | +39.5% | +25.6% |
| 3M | +15.2% | -5.9% | +21.1% | +13.9% |
| 6M | -33.2% | -1.6% | -31.6% | -33.6% |
| YTD | -59.4% | +66.3% | -125.6% | -59.4% |
| 1Y | -64.4% | +57.5% | -121.9% | -64.3% |
| All | -64.4% | +59.5% | -123.8% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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