+194.4%
PDD vs CCI
-3.3%
+197.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -4.4% | -0.3% | -4.2% | -4.4% |
| 30D | -15.5% | +2.1% | -17.6% | -15.9% |
| 3M | -4.1% | -17.8% | +13.8% | 0.0% |
| 6M | -23.4% | -14.2% | -9.2% | -21.1% |
| YTD | -30.7% | -13.3% | -17.3% | -29.0% |
| 1Y | -37.6% | -16.6% | -21.0% | -35.7% |
| 3Y | -17.5% | -10.8% | -6.7% | -18.3% |
| 5Y | -24.6% | -50.3% | +25.7% | -13.8% |
| All | +194.4% | -3.3% | +197.7% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CCI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling