+2,016.9%
CLS vs PDD
+192.6%
+1,824.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.4% | +4.8% |
| 7D | +23.5% | -7.6% | +31.2% | +24.7% |
| 30D | -28.9% | -5.4% | -23.5% | -28.6% |
| 3M | -25.2% | -12.9% | -12.2% | -24.1% |
| 6M | -32.1% | -19.0% | -13.1% | -30.6% |
| YTD | -14.1% | -31.6% | +17.6% | -10.3% |
| 1Y | -24.1% | -43.0% | +18.9% | -18.9% |
| 3Y | +897.0% | -28.9% | +925.9% | +917.3% |
| 5Y | +2,089.9% | -18.4% | +2,108.3% | +1,947.1% |
| All | +2,016.9% | +192.6% | +1,824.4% | +1,584.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling