-4.5%
CRS vs PODD
-48.3%
+43.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.6% | -8.1% | -1.7% |
| 7D | +4.3% | +10.8% | -6.5% | +4.1% |
| 30D | -25.5% | +21.7% | -47.2% | -25.9% |
| 3M | -48.7% | -1.1% | -47.6% | -48.1% |
| 6M | -31.6% | -3.7% | -27.9% | -30.1% |
| YTD | -7.0% | -41.9% | +34.9% | +8.5% |
| 1Y | -4.5% | -48.5% | +44.0% | +15.4% |
| All | -4.5% | -48.3% | +43.8% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling