+12.8%
CNH vs PODD
-22.0%
+34.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.3% |
| 7D | +23.3% | +1.6% | +21.7% | +23.0% |
| 30D | +33.5% | +10.7% | +22.8% | +31.7% |
| 3M | +32.7% | +0.7% | +32.0% | +32.2% |
| 6M | +22.2% | -39.3% | +61.5% | +30.0% |
| YTD | +57.7% | -48.1% | +105.8% | +71.8% |
| 1Y | +28.0% | -57.4% | +85.4% | +43.6% |
| All | +12.8% | -22.0% | +34.7% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling