+43.0%
CNH vs PODD
+318.7%
-275.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.2% |
| 7D | +4.5% | -4.4% | +8.9% | +5.2% |
| 30D | +7.6% | +9.4% | -1.8% | +6.0% |
| 3M | +17.0% | +3.6% | +13.3% | +16.0% |
| 6M | +12.9% | -4.0% | +16.9% | +12.6% |
| YTD | +34.3% | -47.9% | +82.2% | +47.0% |
| 1Y | +28.5% | -53.8% | +82.3% | +43.4% |
| 3Y | +31.9% | -4.5% | +36.4% | +27.8% |
| 5Y | -9.6% | -51.9% | +42.3% | -4.7% |
| 10Y | +106.3% | +308.9% | -202.6% | +46.9% |
| All | +43.0% | +318.7% | -275.7% | -2.0% |
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 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