+840.0%
PODD vs CRL
+566.7%
+273.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | -9.1% | +5.0% | -14.1% | -11.3% |
| 30D | +7.3% | +13.5% | -6.2% | 0.0% |
| 3M | +3.7% | +21.5% | -17.8% | -6.8% |
| 6M | -2.7% | +103.4% | -106.1% | -32.8% |
| YTD | -47.2% | +71.8% | -119.0% | -61.5% |
| 1Y | -54.0% | +97.5% | -151.5% | -68.7% |
| 3Y | -3.3% | +99.2% | -102.5% | -42.0% |
| 5Y | -52.3% | -12.1% | -40.2% | -57.1% |
| 10Y | +322.4% | +359.2% | -36.8% | +35.3% |
| All | +840.0% | +566.7% | +273.3% | +68.8% |
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 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