+197.4%
PDD vs CLBK
+49.4%
+148.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.0% | +2.4% | -3.4% | -1.3% |
| 30D | -2.4% | +4.9% | -7.3% | -3.1% |
| 3M | -14.6% | +5.3% | -19.9% | -15.5% |
| 6M | -19.6% | +28.3% | -48.0% | -22.9% |
| YTD | -30.0% | +61.1% | -91.1% | -35.2% |
| 1Y | -42.5% | +62.4% | -104.9% | -46.9% |
| 3Y | -27.2% | +54.7% | -81.8% | -33.7% |
| 5Y | -8.2% | +27.4% | -35.6% | -15.4% |
| All | +197.4% | +49.4% | +148.0% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling