+198.7%
PDD vs CCI
-2.3%
+201.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -13.1% | +0.5% | -13.6% | -13.3% |
| 3M | -3.5% | -16.3% | +12.8% | +0.1% |
| 6M | -21.8% | -13.9% | -7.8% | -19.5% |
| YTD | -29.7% | -12.4% | -17.2% | -28.1% |
| 1Y | -36.2% | -15.2% | -21.0% | -34.5% |
| 3Y | -16.4% | -9.9% | -6.5% | -17.3% |
| 5Y | -23.8% | -50.8% | +27.0% | -12.7% |
| All | +198.7% | -2.3% | +201.0% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling