-48.5%
PODD vs CRL
+85.3%
-133.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -7.3% | +13.8% | +6.6% |
| 7D | +10.8% | -12.8% | +23.6% | +11.1% |
| 30D | +21.7% | +5.0% | +16.7% | +21.1% |
| 3M | -1.1% | +39.4% | -40.4% | -2.6% |
| 6M | -3.7% | +89.4% | -93.1% | -9.7% |
| YTD | -41.9% | +63.6% | -105.5% | -43.0% |
| 1Y | -48.5% | +83.5% | -131.9% | -50.8% |
| All | -48.5% | +85.3% | -133.8% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling