-39.3%
PDD vs CNP
+7.1%
-46.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -0.7% |
| 7D | +5.6% | -4.2% | +9.8% | +4.7% |
| 30D | +5.8% | +5.5% | +0.2% | +7.2% |
| 3M | -8.6% | +0.6% | -9.2% | -8.4% |
| 6M | -18.8% | -2.8% | -16.0% | -19.6% |
| YTD | -26.8% | +7.9% | -34.6% | -23.6% |
| 1Y | -39.3% | +6.7% | -45.9% | -37.2% |
| All | -39.3% | +7.1% | -46.4% | -37.2% |
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