+221.7%
PODD vs CRL
+249.3%
-27.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -10.6% | -6.9% | -3.6% | -8.2% |
| 30D | -6.9% | -3.2% | -3.7% | -6.0% |
| 3M | -10.6% | +46.5% | -57.2% | -24.0% |
| 6M | -43.5% | +63.1% | -106.6% | -54.6% |
| YTD | -52.6% | +36.9% | -89.5% | -59.5% |
| 1Y | -60.1% | +78.1% | -138.2% | -69.7% |
| 3Y | -21.7% | +36.7% | -58.3% | -38.9% |
| 5Y | -54.6% | -38.1% | -16.5% | -48.7% |
| All | +221.7% | +249.3% | -27.6% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling