+362.4%
CFG vs POET
-36.1%
+398.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.5% |
| 7D | +1.5% | +5.6% | -4.1% | +1.2% |
| 30D | -3.8% | -2.1% | -1.7% | -3.8% |
| 3M | +11.5% | -48.8% | +60.3% | +14.3% |
| 6M | +19.2% | +15.8% | +3.4% | +13.1% |
| YTD | +23.7% | +25.1% | -1.4% | +16.4% |
| 1Y | +38.8% | +50.6% | -11.7% | +28.0% |
| 3Y | +178.9% | +107.9% | +71.0% | +135.8% |
| 5Y | +101.8% | -11.0% | +112.8% | +75.4% |
| 10Y | +317.3% | +25.7% | +291.6% | +233.0% |
| All | +362.4% | -36.1% | +398.5% | +274.1% |
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