+47.4%
CI vs POET
-10.6%
+58.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +1.0% |
| 7D | -1.3% | +3.7% | -5.0% | -1.3% |
| 30D | +3.1% | -11.5% | +14.7% | +3.2% |
| 3M | -4.5% | -30.8% | +26.3% | -4.4% |
| 6M | +8.3% | +8.6% | -0.3% | +7.0% |
| YTD | +3.8% | +20.1% | -16.3% | +2.3% |
| 1Y | -5.0% | +35.7% | -40.7% | -6.8% |
| 3Y | +5.8% | +116.5% | -110.8% | +3.5% |
| All | +47.4% | -10.6% | +58.0% | +46.6% |
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