+237.8%
CF vs POET
-4.8%
+242.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +2.9% |
| 7D | -0.8% | +9.7% | -10.6% | -1.1% |
| 30D | +14.3% | -6.5% | +20.8% | +14.4% |
| 3M | +27.9% | -25.7% | +53.6% | +28.4% |
| 6M | +25.5% | +19.6% | +5.9% | +21.6% |
| YTD | +81.2% | +26.4% | +54.8% | +74.7% |
| 1Y | +66.5% | +50.1% | +16.4% | +58.6% |
| 3Y | +76.7% | +127.9% | -51.3% | +60.3% |
| 5Y | +237.8% | -5.9% | +243.7% | +209.9% |
| All | +237.8% | -4.8% | +242.6% | +209.9% |
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