+293.8%
CHRW vs POET
-20.0%
+313.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +4.0% | +0.3% |
| 7D | +4.1% | +9.7% | -5.7% | +4.0% |
| 30D | +1.9% | -6.5% | +8.4% | +1.9% |
| 3M | -21.2% | -25.7% | +4.6% | -21.0% |
| 6M | -16.7% | +19.6% | -36.2% | -17.7% |
| YTD | -5.4% | +26.4% | -31.7% | -6.6% |
| 1Y | +21.2% | +50.1% | -28.9% | +19.0% |
| 3Y | +86.5% | +127.9% | -41.5% | +79.6% |
| 5Y | +93.0% | -5.9% | +98.9% | +86.8% |
| 10Y | +174.5% | +31.1% | +143.4% | +160.4% |
| All | +293.8% | -20.0% | +313.8% | +261.3% |
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 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