-17.2%
PODD vs CG
+56.8%
-74.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -2.9% |
| 7D | -4.1% | -1.3% | -2.8% | -3.8% |
| 30D | +0.8% | -3.2% | +3.9% | +1.6% |
| 3M | -6.1% | +6.2% | -12.3% | -7.9% |
| 6M | -40.0% | -4.7% | -35.3% | -39.5% |
| YTD | -49.9% | -20.6% | -29.3% | -47.1% |
| 1Y | -59.3% | -26.4% | -32.9% | -56.3% |
| 3Y | -17.2% | +55.4% | -72.6% | -35.9% |
| All | -17.2% | +56.8% | -74.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling