+1,613.7%
CLS vs PDD
+216.8%
+1,396.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +2.2% | -15.2% | -13.3% |
| 7D | -27.3% | +5.9% | -33.2% | -27.9% |
| 30D | -47.0% | +7.1% | -54.1% | -47.6% |
| 3M | -43.3% | -7.7% | -35.6% | -42.9% |
| 6M | -50.8% | -13.2% | -37.5% | -50.1% |
| YTD | -30.4% | -26.0% | -4.5% | -28.1% |
| 1Y | -41.7% | -38.4% | -3.3% | -38.3% |
| 3Y | +701.4% | -21.1% | +722.5% | +707.9% |
| 5Y | +1,767.8% | +0.3% | +1,767.4% | +1,608.7% |
| All | +1,613.7% | +216.8% | +1,396.9% | +1,250.7% |
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