+88.4%
CHRW vs POET
+111.1%
-22.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.3% | +1.3% |
| 7D | +4.4% | +3.7% | +0.7% | +4.3% |
| 30D | +5.5% | -11.5% | +17.0% | +5.6% |
| 3M | -17.3% | -30.8% | +13.5% | -17.0% |
| 6M | -12.7% | +8.6% | -21.2% | -14.0% |
| YTD | -4.1% | +20.1% | -24.2% | -5.8% |
| 1Y | +21.2% | +35.7% | -14.5% | +18.8% |
| All | +88.4% | +111.1% | -22.7% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling