+292.7%
CL vs POET
-20.8%
+313.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.0% | -9.5% | -1.5% |
| 7D | -2.2% | +5.6% | -7.8% | -2.2% |
| 30D | -4.8% | -2.1% | -2.7% | -4.8% |
| 3M | +4.9% | -48.8% | +53.7% | +5.3% |
| 6M | -5.7% | +15.8% | -21.5% | -6.5% |
| YTD | +14.4% | +25.1% | -10.7% | +13.3% |
| 1Y | +8.7% | +50.6% | -41.8% | +7.3% |
| 3Y | +30.0% | +107.9% | -77.9% | +25.8% |
| 5Y | +28.4% | -11.0% | +39.4% | +24.8% |
| 10Y | +50.1% | +25.7% | +24.4% | +42.2% |
| All | +292.7% | -20.8% | +313.5% | +263.7% |
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