+478.1%
CI vs PODD
+767.5%
-289.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | +1.3% | +1.6% | -0.3% | +1.0% |
| 30D | +4.4% | +10.7% | -6.2% | +2.2% |
| 3M | +0.7% | +0.7% | -0.1% | -0.4% |
| 6M | +0.3% | -39.3% | +39.6% | +9.5% |
| YTD | +3.8% | -48.1% | +51.9% | +16.9% |
| 1Y | -5.5% | -57.4% | +51.9% | +10.8% |
| 3Y | +8.1% | -23.3% | +31.4% | +6.9% |
| 5Y | +42.8% | -51.3% | +94.1% | +49.9% |
| 10Y | +143.9% | +242.0% | -98.1% | +46.0% |
| All | +478.1% | +767.5% | -289.4% | +79.3% |
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