+9.1%
CME vs PODD
-60.5%
+69.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.9% |
| 7D | -0.6% | -6.9% | +6.3% | -0.8% |
| 30D | +4.7% | -3.5% | +8.1% | +4.6% |
| 3M | +7.8% | -13.6% | +21.4% | +7.7% |
| 6M | -11.0% | -42.6% | +31.6% | -12.4% |
| YTD | +4.0% | -51.5% | +55.5% | +1.2% |
| 1Y | +9.1% | -60.9% | +70.0% | +4.4% |
| All | +9.1% | -60.5% | +69.6% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling