+28.3%
CL vs POET
-4.8%
+33.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.5% |
| 7D | -2.3% | +9.7% | -12.0% | -2.2% |
| 30D | -5.5% | -6.5% | +1.0% | -5.5% |
| 3M | +0.8% | -25.7% | +26.6% | +0.8% |
| 6M | -4.2% | +19.6% | -23.8% | -3.9% |
| YTD | +13.4% | +26.4% | -13.0% | +13.9% |
| 1Y | +7.1% | +50.1% | -43.0% | +7.5% |
| 3Y | +29.0% | +127.9% | -98.9% | +28.4% |
| 5Y | +28.3% | -5.9% | +34.2% | +25.6% |
| All | +28.3% | -4.8% | +33.1% | +25.6% |
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