+99.7%
CLF vs PODD
+308.0%
-208.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.2% | +7.8% | +2.9% |
| 7D | -19.6% | -2.1% | -17.5% | -19.3% |
| 30D | -5.0% | +9.0% | -14.0% | -6.9% |
| 3M | -6.3% | +5.2% | -11.5% | -7.7% |
| 6M | +2.8% | -3.2% | +5.9% | +1.0% |
| YTD | -13.7% | -48.5% | +34.8% | -2.2% |
| 1Y | +13.6% | -54.7% | +68.3% | +32.6% |
| 3Y | -34.0% | -7.8% | -26.2% | -36.3% |
| 5Y | -48.7% | -52.4% | +3.7% | -44.3% |
| All | +99.7% | +308.0% | -208.3% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling