+195.8%
PDD vs CNI
+66.8%
+129.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | -4.9% | +2.5% | -7.4% | -6.3% |
| 30D | -3.0% | +6.1% | -9.2% | -6.4% |
| 3M | -6.2% | +0.1% | -6.3% | -6.5% |
| 6M | -20.7% | +14.9% | -35.6% | -27.5% |
| YTD | -30.4% | +30.9% | -61.2% | -41.6% |
| 1Y | -41.3% | +33.9% | -75.2% | -51.4% |
| 3Y | -27.7% | +20.2% | -47.9% | -37.3% |
| 5Y | -16.9% | +8.2% | -25.1% | -23.0% |
| All | +195.8% | +66.8% | +129.0% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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