-52.9%
PODD vs CPB
-31.8%
-21.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.4% | +2.4% |
| 7D | -2.5% | +3.3% | -5.7% | -2.9% |
| 30D | +10.7% | +19.0% | -8.3% | +8.5% |
| 3M | +6.1% | +0.4% | +5.7% | +5.8% |
| 6M | -2.8% | +13.0% | -15.8% | -4.2% |
| YTD | -47.3% | -12.7% | -34.6% | -47.3% |
| 1Y | -53.2% | -20.9% | -32.3% | -52.8% |
| 3Y | -2.0% | -35.4% | +33.4% | -1.7% |
| 5Y | -52.9% | -32.3% | -20.7% | -48.5% |
| All | -52.9% | -31.8% | -21.2% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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