+2,178.7%
CMG vs PODD
+767.5%
+1,411.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.2% |
| 7D | -2.8% | +1.6% | -4.4% | -3.1% |
| 30D | +7.1% | +10.7% | -3.5% | +4.9% |
| 3M | +31.2% | +0.7% | +30.4% | +29.8% |
| 6M | +0.7% | -39.3% | +40.0% | +9.3% |
| YTD | -0.1% | -48.1% | +48.0% | +11.6% |
| 1Y | -10.7% | -57.4% | +46.7% | +3.4% |
| 3Y | -4.7% | -23.3% | +18.6% | -4.6% |
| 5Y | -3.8% | -51.3% | +47.5% | +2.6% |
| 10Y | +352.5% | +242.0% | +110.5% | +225.8% |
| All | +2,178.7% | +767.5% | +1,411.1% | +991.9% |
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 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