+96.3%
CAT vs PODD
-59.3%
+155.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.6% | +0.8% |
| 7D | +5.6% | -4.1% | +9.7% | +5.3% |
| 30D | -2.3% | +0.8% | -3.1% | -2.2% |
| 3M | -10.0% | -6.1% | -3.9% | -10.1% |
| 6M | +21.2% | -40.0% | +61.2% | +24.7% |
| YTD | +44.4% | -49.9% | +94.4% | +48.9% |
| 1Y | +96.3% | -59.3% | +155.6% | +106.9% |
| All | +96.3% | -59.3% | +155.6% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PODD 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling