+140.4%
CI vs PODD
+223.9%
-83.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.4% |
| 7D | -2.0% | -4.1% | +2.1% | -1.5% |
| 30D | -1.8% | +0.8% | -2.6% | -2.0% |
| 3M | -4.2% | -6.1% | +1.9% | -3.9% |
| 6M | +2.7% | -40.0% | +42.7% | +8.8% |
| YTD | +1.9% | -49.9% | +51.9% | +10.6% |
| 1Y | -6.3% | -59.3% | +53.0% | +4.5% |
| 3Y | +3.9% | -17.2% | +21.1% | +2.2% |
| 5Y | +41.9% | -53.0% | +94.9% | +48.8% |
| 10Y | +140.4% | +226.1% | -85.7% | +82.9% |
| All | +140.4% | +223.9% | -83.5% | +82.9% |
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 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