+446.0%
CME vs PODD
+767.5%
-321.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -1.6% | +1.6% | -3.2% | -1.9% |
| 30D | +6.2% | +10.7% | -4.4% | +4.3% |
| 3M | +10.4% | +0.7% | +9.7% | +9.3% |
| 6M | -9.5% | -39.3% | +29.8% | -2.7% |
| YTD | +6.0% | -48.1% | +54.1% | +17.1% |
| 1Y | +9.3% | -57.4% | +66.7% | +24.6% |
| 3Y | +57.7% | -23.3% | +80.9% | +55.4% |
| 5Y | +77.7% | -51.3% | +129.0% | +84.6% |
| 10Y | +281.2% | +242.0% | +39.2% | +145.5% |
| All | +446.0% | +767.5% | -321.5% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling