-51.8%
PODD vs CHD
+33.2%
-85.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.8% |
| 7D | +4.1% | +3.6% | +0.4% | +3.2% |
| 30D | +13.9% | +10.4% | +3.4% | +11.3% |
| 3M | +4.1% | +12.2% | -8.1% | +1.4% |
| 6M | +2.4% | +19.9% | -17.5% | -1.7% |
| YTD | -46.4% | +36.4% | -82.8% | -49.8% |
| 1Y | -54.2% | +35.1% | -89.3% | -57.1% |
| 3Y | -6.9% | +29.2% | -36.0% | -14.0% |
| All | -51.8% | +33.2% | -85.0% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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