+39.0%
CBOE vs POET
-21.9%
+60.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.2% |
| 7D | +7.7% | -16.4% | +24.2% | +7.5% |
| 30D | +24.4% | -37.5% | +61.9% | +23.9% |
| 3M | +20.0% | -43.1% | +63.1% | +19.5% |
| 6M | +2.4% | -31.4% | +33.7% | +1.4% |
| YTD | +38.5% | -22.9% | +61.5% | +37.5% |
| 1Y | +39.0% | -18.0% | +56.9% | +37.6% |
| All | +39.0% | -21.9% | +60.9% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling