+2,143.7%
CRM vs PODD
+692.2%
+1,451.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.1% |
| 7D | -8.1% | -10.6% | +2.5% | -5.5% |
| 30D | +23.1% | -6.9% | +30.0% | +25.4% |
| 3M | +42.5% | -10.6% | +53.2% | +45.5% |
| 6M | +25.3% | -43.5% | +68.8% | +42.5% |
| YTD | -7.8% | -52.6% | +44.8% | +9.5% |
| 1Y | +1.0% | -60.1% | +61.1% | +24.7% |
| 3Y | +10.0% | -21.7% | +31.6% | +10.0% |
| 5Y | -3.9% | -54.6% | +50.7% | +7.2% |
| 10Y | +233.2% | +228.2% | +5.0% | +118.0% |
| All | +2,143.7% | +692.2% | +1,451.5% | +835.4% |
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