+211.0%
PDD vs CCI
+15.6%
+195.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.5% |
| 7D | +5.6% | -0.1% | +5.7% | +5.6% |
| 30D | +5.8% | +28.4% | -22.6% | -0.2% |
| 3M | -8.6% | +20.0% | -28.6% | -12.6% |
| 6M | -18.8% | +0.8% | -19.6% | -19.5% |
| YTD | -26.8% | +3.6% | -30.4% | -28.2% |
| 1Y | -39.3% | +6.1% | -45.4% | -40.9% |
| 3Y | -22.5% | +7.2% | -29.7% | -26.4% |
| 5Y | -0.8% | -37.0% | +36.2% | +7.2% |
| All | +211.0% | +15.6% | +195.4% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling