+27.5%
CL vs POET
+111.1%
-83.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | -0.2% |
| 7D | -2.4% | +3.7% | -6.1% | -2.4% |
| 30D | -4.8% | -11.5% | +6.7% | -4.9% |
| 3M | -1.7% | -30.8% | +29.1% | -1.9% |
| 6M | -3.8% | +8.6% | -12.4% | -3.4% |
| YTD | +13.3% | +20.1% | -6.8% | +13.8% |
| 1Y | +8.3% | +35.7% | -27.4% | +8.9% |
| All | +27.5% | +111.1% | -83.6% | +26.6% |
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 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