+744.6%
CI vs POET
-16.9%
+761.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.8% | -1.9% |
| 7D | -2.0% | +17.0% | -19.1% | -2.2% |
| 30D | -1.8% | -6.7% | +4.9% | -1.7% |
| 3M | -4.2% | -32.3% | +28.1% | -3.9% |
| 6M | +2.7% | +32.3% | -29.6% | +0.8% |
| YTD | +1.9% | +31.3% | -29.4% | -0.1% |
| 1Y | -6.3% | +55.3% | -61.6% | -8.7% |
| 3Y | +3.9% | +136.8% | -132.9% | -1.7% |
| 5Y | +41.9% | -2.2% | +44.1% | +35.3% |
| 10Y | +140.4% | +34.0% | +106.4% | +121.2% |
| All | +744.6% | -16.9% | +761.5% | +723.5% |
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