-51.1%
PODD vs CAI
-7.1%
-44.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +1.6% | -2.2% | +3.8% | +1.9% |
| 30D | +10.7% | +52.4% | -41.7% | +4.0% |
| 3M | +0.7% | +45.1% | -44.4% | -4.9% |
| 6M | -39.3% | +26.2% | -65.5% | -42.2% |
| YTD | -48.1% | -7.1% | -41.0% | -49.9% |
| 1Y | -57.4% | -31.0% | -26.4% | -58.4% |
| All | -51.1% | -7.1% | -44.0% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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