+824.1%
PODD vs CHD
+924.3%
-100.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | +1.6% | -2.7% | +4.3% | +2.8% |
| 30D | +10.7% | -4.6% | +15.3% | +12.8% |
| 3M | +0.7% | +5.0% | -4.3% | -1.4% |
| 6M | -39.3% | -3.2% | -36.1% | -38.7% |
| YTD | -48.1% | +18.6% | -66.8% | -52.0% |
| 1Y | -57.4% | +4.8% | -62.3% | -58.7% |
| 3Y | -23.3% | +6.1% | -29.4% | -27.9% |
| 5Y | -51.3% | +24.0% | -75.2% | -58.2% |
| 10Y | +242.0% | +124.5% | +117.6% | +94.5% |
| All | +824.1% | +924.3% | -100.2% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling