+69.4%
CME vs PODD
-52.5%
+122.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.6% |
| 7D | -0.6% | -2.5% | +1.9% | -0.4% |
| 30D | +8.5% | +10.7% | -2.2% | +7.8% |
| 3M | +16.0% | +6.1% | +9.9% | +15.5% |
| 6M | +9.3% | -2.8% | +12.2% | +9.1% |
| YTD | +15.3% | -47.3% | +62.6% | +19.6% |
| 1Y | +14.4% | -53.2% | +67.6% | +19.6% |
| 3Y | +59.9% | -2.0% | +61.9% | +54.2% |
| 5Y | +69.4% | -52.9% | +122.4% | +80.9% |
| All | +69.4% | -52.5% | +122.0% | +80.9% |
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