-83.5%
TTD vs CVE
+54.6%
-138.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -2.7% |
| 7D | -1.9% | -14.1% | +12.2% | +0.4% |
| 30D | +7.5% | -11.6% | +19.1% | +9.2% |
| 3M | -32.4% | 0.0% | -32.5% | -33.3% |
| 6M | -47.9% | -8.4% | -39.6% | -47.8% |
| YTD | -66.3% | +65.9% | -132.2% | -71.7% |
| 1Y | -73.1% | +69.4% | -142.6% | -77.7% |
| All | -83.5% | +54.6% | -138.1% | -88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling