+38.3%
CL vs PODD
-5.6%
+43.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -0.8% | -9.1% | +8.3% | -0.5% |
| 30D | +9.5% | +7.3% | +2.2% | +9.3% |
| 3M | +6.8% | +3.7% | +3.1% | +6.6% |
| 6M | +14.3% | -2.7% | +17.0% | +14.1% |
| YTD | +27.0% | -47.2% | +74.2% | +27.0% |
| 1Y | +26.3% | -54.0% | +80.3% | +26.4% |
| All | +38.3% | -5.6% | +43.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling