+42.4%
CART vs POET
+145.9%
-103.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.9% | -10.9% | -6.1% |
| 7D | -4.1% | +17.0% | -21.1% | -4.5% |
| 30D | -4.3% | -6.7% | +2.4% | -4.2% |
| 3M | +13.1% | -32.3% | +45.5% | +13.9% |
| 6M | +26.0% | +32.3% | -6.3% | +20.5% |
| YTD | +6.7% | +31.3% | -24.6% | +1.7% |
| 1Y | +6.3% | +55.3% | -49.1% | 0.0% |
| All | +42.4% | +145.9% | -103.4% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling