+195.9%
PDD vs CLBK
+50.3%
+145.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -3.8% | +2.2% | -6.0% | -4.1% |
| 30D | -2.4% | +5.0% | -7.3% | -3.1% |
| 3M | -12.7% | +3.3% | -16.0% | -13.3% |
| 6M | -20.0% | +29.6% | -49.6% | -23.4% |
| YTD | -30.3% | +62.1% | -92.4% | -35.6% |
| 1Y | -42.4% | +64.3% | -106.7% | -46.9% |
| 3Y | -27.5% | +55.6% | -83.2% | -34.1% |
| 5Y | -14.9% | +29.3% | -44.2% | -21.8% |
| All | +195.9% | +50.3% | +145.6% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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