+514.3%
CF vs POET
-20.8%
+535.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.0% | -11.3% | -3.5% |
| 7D | +6.0% | +5.6% | +0.4% | +5.8% |
| 30D | +14.8% | -2.1% | +16.9% | +14.8% |
| 3M | +14.1% | -48.8% | +62.9% | +15.8% |
| 6M | +28.5% | +15.8% | +12.7% | +24.5% |
| YTD | +74.9% | +25.1% | +49.8% | +68.7% |
| 1Y | +61.7% | +50.6% | +11.1% | +53.9% |
| 3Y | +80.3% | +107.9% | -27.5% | +62.4% |
| 5Y | +226.0% | -11.0% | +237.0% | +197.6% |
| 10Y | +569.9% | +25.7% | +544.1% | +478.3% |
| All | +514.3% | -20.8% | +535.1% | +400.1% |
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 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