+74.7%
CART vs POET
+51.8%
+22.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | +1.3% | +1.2% | +0.1% | +1.2% |
| 30D | +19.2% | -12.2% | +31.3% | +19.4% |
| 3M | +17.6% | -42.4% | +60.0% | +18.9% |
| 6M | +47.4% | -64.3% | +111.7% | +49.6% |
| YTD | +30.9% | -19.0% | +49.8% | +26.0% |
| 1Y | +46.0% | +9.1% | +36.8% | +38.2% |
| 3Y | +130.3% | +297.7% | -167.4% | +107.1% |
| All | +74.7% | +51.8% | +22.9% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling