+0.4%
CMS vs PODD
-48.3%
+48.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.6% | -5.2% | +0.9% |
| 7D | +4.1% | +10.8% | -6.7% | +3.2% |
| 30D | +10.9% | +21.7% | -10.8% | +9.2% |
| 3M | -0.2% | -1.1% | +0.8% | -0.4% |
| 6M | -4.7% | -3.7% | -1.0% | -5.1% |
| YTD | +3.9% | -41.9% | +45.8% | +4.3% |
| 1Y | +0.4% | -48.5% | +48.8% | +1.1% |
| All | +0.4% | -48.3% | +48.7% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling