+493.9%
CME vs PODD
+781.2%
-287.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.8% |
| 7D | -0.6% | -2.5% | +1.9% | -0.2% |
| 30D | +8.5% | +10.7% | -2.2% | +6.5% |
| 3M | +16.0% | +6.1% | +9.9% | +14.5% |
| 6M | +9.3% | -2.8% | +12.2% | +8.5% |
| YTD | +15.3% | -47.3% | +62.6% | +26.7% |
| 1Y | +14.4% | -53.2% | +67.6% | +28.1% |
| 3Y | +59.9% | -2.0% | +61.9% | +51.3% |
| 5Y | +69.4% | -52.9% | +122.4% | +77.2% |
| 10Y | +299.5% | +321.1% | -21.6% | +147.6% |
| All | +493.9% | +781.2% | -287.3% | +122.4% |
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 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