+725.3%
CAT vs PODD
+308.0%
+417.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.2% | +7.1% | +1.6% |
| 7D | -10.3% | -2.1% | -8.2% | -10.1% |
| 30D | -31.2% | +9.0% | -40.2% | -32.0% |
| 3M | -34.7% | +5.2% | -39.8% | -35.2% |
| 6M | -39.5% | -3.2% | -36.3% | -40.0% |
| YTD | -1.7% | -48.5% | +46.8% | +5.7% |
| 1Y | -1.1% | -54.7% | +53.6% | +8.0% |
| 3Y | +143.9% | -7.8% | +151.7% | +137.1% |
| 5Y | +194.8% | -52.4% | +247.2% | +207.9% |
| All | +725.3% | +308.0% | +417.3% | +505.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling