+105.1%
CTVA vs PODD
-54.3%
+159.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -1.0% |
| 7D | -5.8% | -6.9% | +1.1% | -5.0% |
| 30D | +11.1% | -3.5% | +14.5% | +11.5% |
| 3M | +13.2% | -13.6% | +26.8% | +14.5% |
| 6M | +8.7% | -42.6% | +51.3% | +15.7% |
| YTD | +27.3% | -51.5% | +78.8% | +38.4% |
| 1Y | +18.0% | -60.9% | +78.9% | +31.9% |
| 3Y | +76.5% | -19.8% | +96.3% | +75.6% |
| 5Y | +105.1% | -54.4% | +159.5% | +109.6% |
| All | +105.1% | -54.3% | +159.4% | +109.6% |
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