+328.6%
CHRW vs PODD
+767.5%
-439.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.4% |
| 7D | -1.4% | +1.6% | -3.0% | -1.6% |
| 30D | -3.5% | +10.7% | -14.1% | -5.0% |
| 3M | -19.4% | +0.7% | -20.1% | -20.0% |
| 6M | -21.4% | -39.3% | +17.9% | -16.3% |
| YTD | -7.1% | -48.1% | +41.0% | +1.1% |
| 1Y | +17.8% | -57.4% | +75.3% | +31.7% |
| 3Y | +78.8% | -23.3% | +102.0% | +78.4% |
| 5Y | +83.5% | -51.3% | +134.8% | +90.9% |
| 10Y | +160.2% | +242.0% | -81.8% | +86.0% |
| All | +328.6% | +767.5% | -439.0% | +110.2% |
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 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