-35.8%
CBRS vs PDD
-18.5%
-17.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -4.7% |
| 7D | +15.7% | -4.1% | +19.8% | +16.0% |
| 30D | -11.9% | -13.1% | +1.2% | -12.2% |
| 3M | -16.0% | -3.5% | -12.5% | -19.6% |
| All | -35.8% | -18.5% | -17.3% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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 · Available span rolling