+320.9%
CL vs PODD
+767.5%
-446.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -2.2% | +1.6% | -3.8% | -2.3% |
| 30D | -4.8% | +10.7% | -15.5% | -5.6% |
| 3M | +4.9% | +0.7% | +4.2% | +4.6% |
| 6M | -5.7% | -39.3% | +33.6% | -2.7% |
| YTD | +14.4% | -48.1% | +62.5% | +19.3% |
| 1Y | +8.7% | -57.4% | +66.2% | +14.9% |
| 3Y | +30.0% | -23.3% | +53.2% | +29.6% |
| 5Y | +28.4% | -51.3% | +79.6% | +30.6% |
| 10Y | +50.1% | +242.0% | -191.9% | +26.1% |
| All | +320.9% | +767.5% | -446.6% | +191.5% |
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 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