+68.0%
CNH vs PODD
+317.1%
-249.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.4% |
| 7D | +23.3% | +1.6% | +21.7% | +23.0% |
| 30D | +33.5% | +10.7% | +22.8% | +31.2% |
| 3M | +32.7% | +0.7% | +32.0% | +31.8% |
| 6M | +22.2% | -39.3% | +61.5% | +30.8% |
| YTD | +57.7% | -48.1% | +105.8% | +73.0% |
| 1Y | +28.0% | -57.4% | +85.4% | +44.9% |
| 3Y | +11.5% | -23.3% | +34.8% | +11.7% |
| 5Y | +11.9% | -51.3% | +63.1% | +17.8% |
| 10Y | +162.8% | +242.0% | -79.2% | +92.3% |
| All | +68.0% | +317.1% | -249.1% | +15.3% |
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