+113.0%
CF vs POET
-33.3%
+146.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +2.6% |
| 7D | +4.8% | -0.4% | +5.1% | +4.7% |
| 30D | +9.7% | -27.3% | +37.0% | +10.3% |
| 3M | +1.2% | -40.8% | +42.0% | +2.1% |
| 6M | +7.4% | -53.7% | +61.1% | +8.0% |
| YTD | +60.5% | -19.9% | +80.4% | +55.8% |
| 1Y | +50.7% | -4.0% | +54.7% | +45.0% |
| 3Y | +64.8% | +284.1% | -219.3% | +42.9% |
| All | +113.0% | -33.3% | +146.3% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling