+24.4%
CP vs PODD
-52.5%
+76.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.5% | -1.0% |
| 7D | +2.8% | -2.1% | +4.9% | +3.0% |
| 30D | +10.2% | +9.0% | +1.2% | +9.1% |
| 3M | +2.4% | +5.2% | -2.8% | +1.6% |
| 6M | +7.7% | -3.2% | +10.8% | +7.2% |
| YTD | +26.0% | -48.5% | +74.4% | +35.3% |
| 1Y | +34.6% | -54.7% | +89.3% | +46.8% |
| 3Y | +26.7% | -7.8% | +34.5% | +23.0% |
| All | +24.4% | -52.5% | +76.9% | +32.2% |
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