+362.4%
CFG vs PODD
+296.8%
+65.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | +1.5% | +1.6% | -0.1% | +1.2% |
| 30D | -3.8% | +10.7% | -14.5% | -5.8% |
| 3M | +11.5% | +0.7% | +10.8% | +10.3% |
| 6M | +19.2% | -39.3% | +58.5% | +29.5% |
| YTD | +23.7% | -48.1% | +71.8% | +38.6% |
| 1Y | +38.8% | -57.4% | +96.3% | +61.2% |
| 3Y | +178.9% | -23.3% | +202.2% | +180.5% |
| 5Y | +101.8% | -51.3% | +153.0% | +115.3% |
| 10Y | +317.3% | +242.0% | +75.2% | +185.9% |
| All | +362.4% | +296.8% | +65.6% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling