+186.4%
COP vs PODD
-51.3%
+237.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | +3.0% | +1.6% | +1.4% | +2.9% |
| 30D | +17.5% | +10.7% | +6.8% | +16.7% |
| 3M | +13.4% | +0.7% | +12.6% | +13.0% |
| 6M | +17.7% | -39.3% | +57.0% | +21.2% |
| YTD | +46.6% | -48.1% | +94.7% | +52.6% |
| 1Y | +44.6% | -57.4% | +102.0% | +52.7% |
| 3Y | +20.7% | -23.3% | +44.0% | +20.7% |
| All | +186.4% | -51.3% | +237.7% | +201.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling