+14.7%
CL vs POET
-64.4%
+79.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.7% |
| 7D | +3.2% | +1.2% | +2.0% | +3.4% |
| 30D | +8.0% | -12.2% | +20.2% | +7.7% |
| 3M | +7.9% | -42.4% | +50.3% | +5.3% |
| 6M | +14.7% | -64.3% | +79.0% | +11.5% |
| All | +14.7% | -64.4% | +79.1% | +11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling