-18.0%
CMG vs PODD
-4.1%
-13.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | +2.5% | +4.1% | -1.6% | +1.9% |
| 30D | +15.6% | +13.9% | +1.7% | +13.9% |
| 3M | +8.2% | +4.1% | +4.1% | +7.6% |
| 6M | +9.9% | +2.4% | +7.4% | +8.5% |
| YTD | -4.6% | -46.4% | +41.7% | +2.5% |
| 1Y | +12.4% | -54.2% | +66.6% | +23.1% |
| 3Y | -18.0% | -6.9% | -11.1% | -16.8% |
| All | -18.0% | -4.1% | -13.9% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling