+390.0%
COP vs PODD
+761.8%
-371.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.2% | +6.8% | +1.6% |
| 7D | -11.5% | -2.1% | -9.4% | -11.4% |
| 30D | +5.0% | +9.0% | -4.1% | +3.2% |
| 3M | +17.5% | +5.2% | +12.3% | +16.1% |
| 6M | +16.2% | -3.2% | +19.4% | +15.3% |
| YTD | +48.8% | -48.5% | +97.2% | +62.7% |
| 1Y | +64.1% | -54.7% | +118.8% | +82.9% |
| 3Y | +25.7% | -7.8% | +33.5% | +21.0% |
| 5Y | +114.4% | -52.4% | +166.8% | +123.2% |
| 10Y | +331.7% | +315.9% | +15.8% | +183.8% |
| All | +390.0% | +761.8% | -371.8% | +106.0% |
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