-18.7%
PDD vs CVE
+72.1%
-90.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -4.1% | +2.5% | -6.6% | -4.4% |
| 30D | -9.6% | +16.7% | -26.3% | -11.8% |
| 3M | -4.3% | +9.3% | -13.5% | -5.8% |
| 6M | -18.8% | +43.6% | -62.4% | -24.8% |
| YTD | -27.5% | +93.6% | -121.1% | -37.7% |
| 1Y | -33.6% | +98.8% | -132.4% | -43.6% |
| All | -18.7% | +72.1% | -90.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 3y: compounded portfolio wealth divided by compounded CVE 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…
3y analysis · Full analysis span regression · 6 months rolling