+0.4%
CMS vs PODD
-59.3%
+59.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.7% |
| 7D | +1.2% | -4.1% | +5.3% | +1.5% |
| 30D | -3.2% | +0.8% | -3.9% | -3.2% |
| 3M | -2.2% | -6.1% | +3.9% | -2.2% |
| 6M | -9.4% | -40.0% | +30.5% | -9.1% |
| YTD | +0.7% | -49.9% | +50.6% | +1.3% |
| 1Y | +0.4% | -59.3% | +59.6% | +0.7% |
| All | +0.4% | -59.3% | +59.6% | +0.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling