+197.4%
PDD vs CCI
+16.6%
+180.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | -1.0% | +3.2% | -4.2% | -1.7% |
| 30D | -2.4% | +12.2% | -14.6% | -5.0% |
| 3M | -14.6% | +23.1% | -37.8% | -18.8% |
| 6M | -19.6% | +1.3% | -20.9% | -20.4% |
| YTD | -30.0% | +4.5% | -34.5% | -31.5% |
| 1Y | -42.5% | +2.3% | -44.8% | -43.5% |
| 3Y | -27.2% | +9.8% | -37.0% | -31.3% |
| 5Y | -8.2% | -36.5% | +28.3% | -1.0% |
| All | +197.4% | +16.6% | +180.8% | +191.9% |
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