+504.1%
CI vs PODD
+761.8%
-257.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.2% | +3.5% | -1.3% |
| 7D | -1.6% | -2.1% | +0.6% | -1.2% |
| 30D | +5.4% | +9.0% | -3.6% | +3.4% |
| 3M | +7.3% | +5.2% | +2.1% | +5.9% |
| 6M | +5.3% | -3.2% | +8.5% | +4.7% |
| YTD | +8.5% | -48.5% | +56.9% | +22.2% |
| 1Y | +17.1% | -54.7% | +71.8% | +35.3% |
| 3Y | +1.4% | -7.8% | +9.2% | -3.0% |
| 5Y | +50.5% | -52.4% | +102.9% | +58.7% |
| 10Y | +168.5% | +315.9% | -147.3% | +54.0% |
| All | +504.1% | +761.8% | -257.8% | +87.3% |
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