-42.5%
PDD vs CNP
+7.7%
-50.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.1% |
| 7D | -1.0% | -3.0% | +2.1% | -1.6% |
| 30D | -2.4% | +6.8% | -9.2% | -0.8% |
| 3M | -14.6% | +3.6% | -18.3% | -13.8% |
| 6M | -19.6% | 0.0% | -19.6% | -19.8% |
| YTD | -30.0% | +9.4% | -39.4% | -26.7% |
| 1Y | -42.5% | +6.8% | -49.4% | -40.7% |
| All | -42.5% | +7.7% | -50.2% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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