-5.0%
CMG vs PODD
-55.6%
+50.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | -3.8% | -10.6% | +6.7% | -1.7% |
| 30D | +12.9% | -6.9% | +19.8% | +14.3% |
| 3M | +18.8% | -10.6% | +29.4% | +20.2% |
| 6M | +4.1% | -43.5% | +47.5% | +15.1% |
| YTD | -2.4% | -52.6% | +50.3% | +12.0% |
| 1Y | -6.7% | -60.1% | +53.4% | +10.7% |
| 3Y | -7.1% | -21.7% | +14.5% | -8.4% |
| 5Y | -5.0% | -54.6% | +49.6% | +1.6% |
| All | -5.0% | -55.6% | +50.6% | +1.6% |
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