+1,594.2%
CAT vs POET
-20.0%
+1,614.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.7% |
| 7D | +2.9% | +9.7% | -6.8% | +2.5% |
| 30D | -2.6% | -6.5% | +3.9% | -2.4% |
| 3M | -10.7% | -25.7% | +15.0% | -9.9% |
| 6M | +16.1% | +19.6% | -3.4% | +12.8% |
| YTD | +43.2% | +26.4% | +16.9% | +38.5% |
| 1Y | +96.8% | +50.1% | +46.7% | +88.0% |
| 3Y | +201.4% | +127.9% | +73.4% | +173.4% |
| 5Y | +332.7% | -5.9% | +338.6% | +297.5% |
| 10Y | +1,157.1% | +31.1% | +1,126.0% | +997.6% |
| All | +1,594.2% | -20.0% | +1,614.2% | +1,321.0% |
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 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