+382.8%
COP vs PODD
+767.5%
-384.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +3.0% | +1.6% | +1.4% | +2.7% |
| 30D | +17.5% | +10.7% | +6.8% | +15.5% |
| 3M | +13.4% | +0.7% | +12.6% | +12.3% |
| 6M | +17.7% | -39.3% | +57.0% | +26.0% |
| YTD | +46.6% | -48.1% | +94.7% | +60.7% |
| 1Y | +44.6% | -57.4% | +102.0% | +63.2% |
| 3Y | +20.7% | -23.3% | +44.0% | +19.7% |
| 5Y | +185.0% | -51.3% | +236.3% | +196.0% |
| 10Y | +347.0% | +242.0% | +105.0% | +203.9% |
| All | +382.8% | +767.5% | -384.8% | +103.4% |
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