+34.8%
CNH vs PODD
+314.3%
-279.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.2% | +8.9% | +3.7% |
| 7D | -1.7% | -2.1% | +0.4% | -1.5% |
| 30D | -7.2% | +9.0% | -16.3% | -8.6% |
| 3M | +6.5% | +5.2% | +1.4% | +5.4% |
| 6M | +7.9% | -3.2% | +11.0% | +7.3% |
| YTD | +26.6% | -48.5% | +75.0% | +38.8% |
| 1Y | +13.8% | -54.7% | +68.5% | +27.3% |
| 3Y | +9.2% | -7.8% | +17.0% | +6.3% |
| 5Y | -15.6% | -52.4% | +36.8% | -10.9% |
| 10Y | +119.2% | +315.9% | -196.7% | +55.7% |
| All | +34.8% | +314.3% | -279.5% | -7.5% |
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 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