-37.7%
CAG vs POET
+30.3%
-68.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -0.7% |
| 7D | -5.7% | +0.4% | -6.1% | -5.7% |
| 30D | -2.4% | -10.4% | +8.0% | -2.4% |
| 3M | +9.8% | -29.3% | +39.1% | +9.9% |
| 6M | -10.8% | +6.9% | -17.7% | -11.4% |
| YTD | -10.8% | +25.6% | -36.4% | -11.6% |
| 1Y | -19.0% | +49.2% | -68.1% | -20.0% |
| 3Y | -39.7% | +128.4% | -168.1% | -42.0% |
| 5Y | -43.0% | -4.2% | -38.8% | -44.8% |
| All | -37.7% | +30.3% | -68.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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