+173.3%
CFG vs PODD
-10.3%
+183.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.2% | +0.1% |
| 7D | -0.9% | -2.1% | +1.2% | -0.6% |
| 30D | +1.1% | +9.0% | -8.0% | -0.4% |
| 3M | -12.0% | +5.2% | -17.2% | -12.9% |
| 6M | -2.2% | -3.2% | +0.9% | -2.8% |
| YTD | +11.4% | -48.5% | +59.9% | +25.1% |
| 1Y | +27.8% | -54.7% | +82.5% | +47.1% |
| 3Y | +173.3% | -7.8% | +181.1% | +164.9% |
| All | +173.3% | -10.3% | +183.6% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling