+164.4%
CMI vs PODD
-55.6%
+220.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.6% |
| 7D | +0.8% | -10.6% | +11.4% | +2.1% |
| 30D | -12.8% | -6.9% | -5.9% | -12.1% |
| 3M | -12.4% | -10.6% | -1.8% | -12.2% |
| 6M | -0.9% | -43.5% | +42.6% | +6.3% |
| YTD | +8.9% | -52.6% | +61.5% | +20.1% |
| 1Y | +37.7% | -60.1% | +97.8% | +55.9% |
| 3Y | +148.9% | -21.7% | +170.5% | +149.3% |
| 5Y | +164.4% | -54.6% | +218.9% | +186.6% |
| All | +164.4% | -55.6% | +220.0% | +186.6% |
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