+114.0%
CTAS vs PODD
-52.5%
+166.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | 0.0% |
| 7D | -0.7% | -2.5% | +1.8% | -0.4% |
| 30D | +10.3% | +10.7% | -0.5% | +8.3% |
| 3M | +10.2% | +6.1% | +4.1% | +8.9% |
| 6M | +34.4% | -2.8% | +37.2% | +33.9% |
| YTD | +19.6% | -47.3% | +66.9% | +31.1% |
| 1Y | +21.8% | -53.2% | +75.0% | +35.9% |
| 3Y | +74.1% | -2.0% | +76.1% | +65.7% |
| 5Y | +114.0% | -52.9% | +167.0% | +136.4% |
| All | +114.0% | -52.5% | +166.6% | +136.4% |
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 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