-41.3%
PDD vs CNI
+32.7%
-74.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.9% |
| 7D | -4.9% | +2.5% | -7.4% | -5.3% |
| 30D | -3.0% | +6.1% | -9.2% | -4.0% |
| 3M | -6.2% | +0.1% | -6.3% | -6.2% |
| 6M | -20.7% | +14.9% | -35.6% | -23.4% |
| YTD | -30.4% | +30.9% | -61.2% | -37.0% |
| 1Y | -41.3% | +33.9% | -75.2% | -47.9% |
| All | -41.3% | +32.7% | -74.0% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling