-37.0%
PDD vs CLBK
+65.7%
-102.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -4.4% | -1.5% | -3.0% | -4.3% |
| 30D | -15.5% | +6.7% | -22.2% | -16.3% |
| 3M | -4.1% | +21.2% | -25.2% | -7.2% |
| 6M | -23.4% | +42.0% | -65.4% | -27.6% |
| YTD | -30.7% | +63.3% | -93.9% | -35.6% |
| All | -37.0% | +65.7% | -102.7% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling