+360.5%
CL vs PODD
+761.8%
-401.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.2% | +4.0% | -1.7% |
| 7D | +1.3% | -2.1% | +3.5% | +1.5% |
| 30D | +11.4% | +9.0% | +2.3% | +10.6% |
| 3M | +4.4% | +5.2% | -0.8% | +4.0% |
| 6M | +10.8% | -3.2% | +13.9% | +10.6% |
| YTD | +25.1% | -48.5% | +73.6% | +30.5% |
| 1Y | +28.0% | -54.7% | +82.7% | +34.6% |
| 3Y | +37.6% | -7.8% | +45.4% | +35.5% |
| 5Y | +39.7% | -52.4% | +92.1% | +42.4% |
| 10Y | +75.8% | +315.9% | -240.1% | +45.5% |
| All | +360.5% | +761.8% | -401.3% | +218.9% |
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 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