-39.5%
CAT vs PODD
-12.3%
-27.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.2% | +7.1% | -0.4% |
| 7D | -10.3% | -2.1% | -8.2% | -10.3% |
| 30D | -31.2% | +9.0% | -40.2% | -29.5% |
| 3M | -34.7% | +5.2% | -39.8% | -33.4% |
| 6M | -39.5% | -3.2% | -36.3% | -37.1% |
| All | -39.5% | -12.3% | -27.2% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling