+596.9%
CMS vs PODD
+761.8%
-164.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.0% | -1.5% |
| 7D | -1.3% | -2.1% | +0.8% | -1.1% |
| 30D | +6.3% | +9.0% | -2.7% | +5.4% |
| 3M | -2.1% | +5.2% | -7.2% | -2.7% |
| 6M | -5.1% | -3.2% | -1.9% | -5.3% |
| YTD | +1.3% | -48.5% | +49.7% | +6.9% |
| 1Y | -1.4% | -54.7% | +53.3% | +5.3% |
| 3Y | +36.9% | -7.8% | +44.7% | +34.5% |
| 5Y | +32.5% | -52.4% | +85.0% | +36.2% |
| 10Y | +126.8% | +315.9% | -189.1% | +79.1% |
| All | +596.9% | +761.8% | -164.9% | +322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling