+203.4%
CCI vs POET
-24.0%
+227.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.3% | -1.7% |
| 7D | -4.4% | +3.7% | -8.1% | -4.4% |
| 30D | +0.3% | -11.5% | +11.8% | +0.5% |
| 3M | -20.0% | -30.8% | +10.8% | -19.7% |
| 6M | -14.5% | +8.6% | -23.1% | -15.8% |
| YTD | -14.9% | +20.1% | -34.9% | -16.4% |
| 1Y | -17.7% | +35.7% | -53.4% | -19.6% |
| 3Y | -12.4% | +116.5% | -128.9% | -16.9% |
| 5Y | -50.1% | -8.4% | -41.7% | -52.4% |
| 10Y | +20.4% | +24.6% | -4.2% | +11.2% |
| All | +203.4% | -24.0% | +227.4% | +179.0% |
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