-21.6%
PDD vs CVE
+54.6%
-76.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.5% |
| 7D | +5.9% | -14.1% | +20.0% | +7.7% |
| 30D | +7.1% | -11.6% | +18.7% | +8.4% |
| 3M | -7.7% | 0.0% | -7.7% | -8.7% |
| 6M | -13.2% | -8.4% | -4.8% | -13.2% |
| YTD | -26.0% | +65.9% | -91.9% | -35.9% |
| 1Y | -38.4% | +69.4% | -107.8% | -47.2% |
| All | -21.6% | +54.6% | -76.3% | -31.2% |
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