+36.1%
CCL vs PDD
-12.0%
+48.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.5% | -3.8% | +2.3% | -0.9% |
| 30D | +16.5% | -2.4% | +18.8% | +16.9% |
| 3M | +11.2% | -12.7% | +23.9% | +13.9% |
| 6M | +22.6% | -20.0% | +42.6% | +27.2% |
| YTD | +2.6% | -30.3% | +32.9% | +9.5% |
| 1Y | +17.0% | -42.4% | +59.3% | +29.1% |
| 3Y | +145.5% | -27.5% | +173.1% | +144.0% |
| 5Y | +36.1% | -14.9% | +51.0% | +28.3% |
| All | +36.1% | -12.0% | +48.1% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling