-55.6%
CCL vs PDD
+210.2%
-265.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -5.0% | -4.1% | -1.0% | -4.5% |
| 30D | -20.3% | -9.6% | -10.7% | -19.2% |
| 3M | -15.1% | -4.3% | -10.9% | -14.7% |
| 6M | -15.1% | -18.8% | +3.6% | -12.7% |
| YTD | -21.8% | -27.5% | +5.7% | -18.2% |
| 1Y | -24.8% | -33.6% | +8.8% | -20.4% |
| 3Y | +51.9% | -20.4% | +72.3% | +49.9% |
| 5Y | +4.0% | -19.6% | +23.6% | -7.4% |
| All | -55.6% | +210.2% | -265.9% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling