+40.2%
CART vs POET
+124.9%
-84.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.3% | +1.4% |
| 7D | -8.7% | +3.7% | -12.3% | -8.8% |
| 30D | -4.4% | -11.5% | +7.2% | -4.1% |
| 3M | +14.6% | -30.8% | +45.4% | +15.3% |
| 6M | +24.4% | +8.6% | +15.8% | +19.7% |
| YTD | +5.0% | +20.1% | -15.0% | +0.3% |
| 1Y | +0.5% | +35.7% | -35.2% | -5.1% |
| All | +40.2% | +124.9% | -84.7% | +32.0% |
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