+43.4%
CL vs PODD
-51.4%
+94.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.7% |
| 7D | +3.2% | +4.1% | -0.9% | +3.0% |
| 30D | +8.0% | +13.9% | -5.8% | +7.5% |
| 3M | +7.9% | +4.1% | +3.7% | +7.6% |
| 6M | +14.7% | +2.4% | +12.3% | +14.4% |
| YTD | +29.2% | -46.4% | +75.5% | +31.4% |
| 1Y | +29.5% | -54.2% | +83.7% | +32.5% |
| 3Y | +40.7% | -6.9% | +47.5% | +38.0% |
| All | +43.4% | -51.4% | +94.8% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling