-38.3%
CBRS vs POET
-54.3%
+16.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -1.3% |
| 7D | -8.6% | +0.4% | -9.0% | -8.9% |
| 30D | -26.8% | -10.4% | -16.4% | -24.3% |
| 3M | -15.3% | -29.3% | +14.1% | -14.6% |
| All | -38.3% | -54.3% | +16.0% | -36.6% |
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 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 · Available span rolling