+77.2%
CME vs PODD
-53.4%
+130.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.9% |
| 7D | -2.9% | -4.1% | +1.2% | -2.6% |
| 30D | +5.5% | +0.8% | +4.7% | +5.4% |
| 3M | +11.0% | -6.1% | +17.1% | +11.0% |
| 6M | -9.7% | -40.0% | +30.3% | -7.0% |
| YTD | +4.9% | -49.9% | +54.8% | +9.3% |
| 1Y | +10.1% | -59.3% | +69.4% | +16.3% |
| 3Y | +53.5% | -17.2% | +70.8% | +50.6% |
| 5Y | +77.2% | -53.0% | +130.2% | +84.3% |
| All | +77.2% | -53.4% | +130.6% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling