+23.6%
CMS vs PODD
-54.3%
+77.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.7% |
| 7D | +0.2% | -6.9% | +7.1% | +0.6% |
| 30D | -1.3% | -3.5% | +2.2% | -1.1% |
| 3M | -5.4% | -13.6% | +8.2% | -4.7% |
| 6M | -10.3% | -42.6% | +32.3% | -7.6% |
| YTD | -0.2% | -51.5% | +51.3% | +3.9% |
| 1Y | -0.9% | -60.9% | +60.0% | +4.5% |
| 3Y | +34.0% | -19.8% | +53.7% | +32.6% |
| 5Y | +23.6% | -54.4% | +77.9% | +24.2% |
| All | +23.6% | -54.3% | +77.8% | +24.2% |
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