+463.7%
CF vs POET
-49.3%
+513.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +2.7% |
| 7D | +4.8% | -0.4% | +5.1% | +4.7% |
| 30D | +9.7% | -27.3% | +37.0% | +10.5% |
| 3M | +1.2% | -40.8% | +42.0% | +2.5% |
| 6M | +7.4% | -53.7% | +61.1% | +8.4% |
| YTD | +60.5% | -19.9% | +80.4% | +56.5% |
| 1Y | +50.7% | -4.0% | +54.7% | +45.6% |
| 3Y | +64.8% | +284.1% | -219.3% | +45.3% |
| 5Y | +115.8% | -37.4% | +153.2% | +98.8% |
| 10Y | +481.0% | +120.4% | +360.6% | +398.2% |
| All | +463.7% | -49.3% | +513.0% | +363.8% |
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