+64.5%
CAG vs POET
-20.5%
+85.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 6M | -10.8% | +6.9% | -17.7% | -11.2% |
| YTD | -10.8% | +25.6% | -36.4% | -11.3% |
| 1Y | -19.0% | +49.2% | -68.1% | -19.5% |
| 3Y | -39.7% | +128.4% | -168.1% | -40.8% |
| 5Y | -43.0% | -4.2% | -38.8% | -44.0% |
| 10Y | -36.0% | +30.3% | -66.4% | -37.5% |
| All | +64.5% | -20.5% | +85.0% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling