+123.5%
CMS vs PODD
+308.0%
-184.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.8% | -0.9% |
| 7D | -0.5% | -2.1% | +1.6% | -0.4% |
| 30D | +7.2% | +9.0% | -1.9% | +6.5% |
| 3M | -1.3% | +5.2% | -6.4% | -1.7% |
| 6M | -4.3% | -3.2% | -1.2% | -4.5% |
| YTD | +2.1% | -48.5% | +50.5% | +6.1% |
| 1Y | -0.6% | -54.7% | +54.1% | +4.2% |
| 3Y | +38.0% | -7.8% | +45.9% | +35.9% |
| 5Y | +33.6% | -52.4% | +86.0% | +36.6% |
| All | +123.5% | +308.0% | -184.5% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling