+38.4%
CP vs PODD
-4.1%
+42.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | +2.1% | +4.1% | -1.9% | +1.7% |
| 30D | +9.3% | +13.9% | -4.5% | +8.0% |
| 3M | +0.5% | +4.1% | -3.7% | 0.0% |
| 6M | +10.4% | +2.4% | +8.0% | +9.5% |
| YTD | +28.7% | -46.4% | +75.1% | +36.3% |
| 1Y | +33.2% | -54.2% | +87.3% | +43.4% |
| 3Y | +38.4% | -6.9% | +45.3% | +30.0% |
| All | +38.4% | -4.1% | +42.5% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling