+2,502.9%
CLS vs PDD
+210.2%
+2,292.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +4.6% | -4.1% | +8.6% | +5.1% |
| 30D | -13.9% | -9.6% | -4.3% | -12.9% |
| 3M | -26.6% | -4.3% | -22.3% | -26.3% |
| 6M | +15.4% | -18.8% | +34.2% | +18.3% |
| YTD | +5.7% | -27.5% | +33.2% | +9.8% |
| 1Y | +41.1% | -33.6% | +74.7% | +48.4% |
| 3Y | +1,228.6% | -20.4% | +1,249.0% | +1,240.9% |
| 5Y | +3,240.6% | -19.6% | +3,260.2% | +3,024.2% |
| All | +2,502.9% | +210.2% | +2,292.7% | +1,962.4% |
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