+92.0%
CHRW vs POET
-6.5%
+98.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.2% |
| 7D | +3.5% | +0.4% | +3.1% | +3.5% |
| 30D | +4.6% | -10.4% | +15.0% | +4.7% |
| 3M | -19.7% | -29.3% | +9.6% | -19.5% |
| 6M | -12.4% | +6.9% | -19.3% | -13.6% |
| YTD | -3.9% | +25.6% | -29.5% | -5.6% |
| 1Y | +18.4% | +49.2% | -30.8% | +15.9% |
| 3Y | +88.8% | +128.4% | -39.6% | +82.5% |
| All | +92.0% | -6.5% | +98.4% | +85.4% |
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