+300.3%
CME vs PODD
+315.5%
-15.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +2.7% | -4.4% | +7.1% | +3.2% |
| 30D | +13.5% | +8.1% | +5.4% | +12.5% |
| 3M | +20.9% | +2.9% | +18.0% | +20.3% |
| 6M | +11.5% | -5.7% | +17.2% | +11.4% |
| YTD | +19.5% | -47.5% | +66.9% | +27.1% |
| 1Y | +17.2% | -55.7% | +72.9% | +27.0% |
| 3Y | +65.1% | -3.7% | +68.9% | +58.5% |
| 5Y | +73.1% | -52.6% | +125.7% | +79.7% |
| All | +300.3% | +315.5% | -15.3% | +200.6% |
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 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