+720.2%
PODD vs CG
+351.2%
+369.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.5% |
| 7D | +1.6% | -4.3% | +5.9% | +3.1% |
| 30D | +10.7% | -5.1% | +15.8% | +12.5% |
| 3M | +0.7% | +8.7% | -7.9% | -2.7% |
| 6M | -39.3% | -9.2% | -30.0% | -37.8% |
| YTD | -48.1% | -18.9% | -29.3% | -45.1% |
| 1Y | -57.4% | -25.6% | -31.8% | -53.8% |
| 3Y | -23.3% | +57.3% | -80.5% | -39.5% |
| 5Y | -51.3% | +10.2% | -61.4% | -57.5% |
| 10Y | +242.0% | +364.2% | -122.2% | +82.7% |
| All | +720.2% | +351.2% | +369.1% | +356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling