-17.2%
PODD vs CRL
+37.9%
-55.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.1% |
| 7D | -4.1% | -0.6% | -3.6% | -4.0% |
| 30D | +0.8% | +5.0% | -4.2% | -0.1% |
| 3M | -6.1% | +50.6% | -56.7% | -13.5% |
| 6M | -40.0% | +60.9% | -100.9% | -45.7% |
| YTD | -49.9% | +40.7% | -90.7% | -53.5% |
| 1Y | -59.3% | +73.3% | -132.6% | -64.0% |
| 3Y | -17.2% | +40.6% | -57.8% | -30.6% |
| All | -17.2% | +37.9% | -55.1% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling