+835.4%
PODD vs CRL
+563.1%
+272.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -4.4% | +8.9% | -13.3% | -8.2% |
| 30D | +8.1% | +14.0% | -5.9% | +0.5% |
| 3M | +2.9% | +19.8% | -16.9% | -6.9% |
| 6M | -5.7% | +102.0% | -107.8% | -34.7% |
| YTD | -47.5% | +70.8% | -118.3% | -61.6% |
| 1Y | -55.7% | +98.7% | -154.4% | -70.0% |
| 3Y | -3.7% | +98.2% | -101.9% | -42.1% |
| 5Y | -52.6% | -11.7% | -40.9% | -57.5% |
| 10Y | +320.3% | +356.7% | -36.4% | +34.9% |
| All | +835.4% | +563.1% | +272.3% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling