-54.4%
PODD vs CRL
-37.6%
-16.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -6.9% | -4.6% | -2.3% | -5.7% |
| 30D | -3.5% | +0.5% | -3.9% | -3.7% |
| 3M | -13.6% | +46.6% | -60.2% | -23.3% |
| 6M | -42.6% | +57.3% | -99.9% | -50.6% |
| YTD | -51.5% | +39.5% | -91.0% | -56.8% |
| 1Y | -60.9% | +76.9% | -137.8% | -68.0% |
| 3Y | -19.8% | +39.4% | -59.1% | -33.0% |
| 5Y | -54.4% | -37.2% | -17.2% | -48.1% |
| All | -54.4% | -37.6% | -16.7% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling