-80.8%
TTD vs CVE
+317.2%
-398.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.1% |
| 7D | +6.3% | +2.5% | +3.8% | +5.7% |
| 30D | -23.9% | +16.7% | -40.6% | -26.9% |
| 3M | -31.4% | +9.3% | -40.7% | -33.3% |
| 6M | -42.7% | +43.6% | -86.3% | -48.6% |
| YTD | -62.0% | +93.6% | -155.6% | -68.8% |
| 1Y | -72.2% | +98.8% | -171.0% | -77.5% |
| 3Y | -81.9% | +73.6% | -155.5% | -85.5% |
| All | -80.8% | +317.2% | -398.1% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling