+70.6%
PODD vs CLBK
+67.9%
+2.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.6% | +1.2% | +0.4% | +1.4% |
| 30D | +10.7% | +9.1% | +1.5% | +8.6% |
| 3M | +0.7% | +27.7% | -27.0% | -4.5% |
| 6M | -39.3% | +40.8% | -80.1% | -43.7% |
| YTD | -48.1% | +66.4% | -114.5% | -53.7% |
| 1Y | -57.4% | +72.4% | -129.8% | -62.4% |
| 3Y | -23.3% | +50.7% | -73.9% | -31.4% |
| 5Y | -51.3% | +42.9% | -94.2% | -57.2% |
| All | +70.6% | +67.9% | +2.7% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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