+71.8%
CF vs POET
+130.8%
-59.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.7% |
| 7D | -0.9% | +17.0% | -18.0% | -1.2% |
| 30D | +18.1% | -6.7% | +24.8% | +18.2% |
| 3M | +23.4% | -32.3% | +55.7% | +24.0% |
| 6M | +17.1% | +32.3% | -15.2% | +13.9% |
| YTD | +76.2% | +31.3% | +45.0% | +71.2% |
| 1Y | +62.3% | +55.3% | +6.9% | +56.2% |
| 3Y | +71.8% | +136.8% | -64.9% | +69.1% |
| All | +71.8% | +130.8% | -59.0% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling