+96.7%
CFG vs POET
-6.5%
+103.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +1.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -4.6% | -10.4% | +5.7% | -4.4% |
| 3M | +6.7% | -29.3% | +36.0% | +7.5% |
| 6M | +22.1% | +6.9% | +15.3% | +17.5% |
| YTD | +23.2% | +25.6% | -2.4% | +17.2% |
| 1Y | +40.3% | +49.2% | -8.9% | +31.7% |
| 3Y | +187.9% | +128.4% | +59.4% | +156.1% |
| All | +96.7% | -6.5% | +103.2% | +81.9% |
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