+40.7%
CL vs POET
+294.6%
-254.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | +3.2% | +1.2% | +2.0% | +3.3% |
| 30D | +8.0% | -12.2% | +20.2% | +8.0% |
| 3M | +7.9% | -42.4% | +50.3% | +7.3% |
| 6M | +14.7% | -64.3% | +79.0% | +14.0% |
| YTD | +29.2% | -19.0% | +48.1% | +29.4% |
| 1Y | +29.5% | +9.1% | +20.4% | +30.0% |
| 3Y | +40.7% | +297.7% | -257.0% | +38.9% |
| All | +40.7% | +294.6% | -254.0% | +38.9% |
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