+110.7%
COP vs PODD
-52.5%
+163.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.4% |
| 7D | -8.4% | -2.5% | -6.0% | -8.3% |
| 30D | +0.3% | +10.7% | -10.5% | -0.4% |
| 3M | +15.1% | +6.1% | +9.0% | +14.5% |
| 6M | +19.8% | -2.8% | +22.6% | +19.5% |
| YTD | +46.8% | -47.3% | +94.1% | +52.7% |
| 1Y | +59.7% | -53.2% | +112.9% | +67.6% |
| 3Y | +28.7% | -2.0% | +30.7% | +25.5% |
| 5Y | +110.7% | -52.9% | +163.6% | +128.0% |
| All | +110.7% | -52.5% | +163.2% | +128.0% |
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 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