+343.5%
CL vs POET
-48.7%
+392.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | +3.2% | +1.2% | +2.0% | +3.2% |
| 30D | +8.0% | -12.2% | +20.2% | +8.1% |
| 3M | +7.9% | -42.4% | +50.3% | +8.2% |
| 6M | +14.7% | -64.3% | +79.0% | +15.2% |
| YTD | +29.2% | -19.0% | +48.1% | +28.2% |
| 1Y | +29.5% | +9.1% | +20.4% | +28.1% |
| 3Y | +40.7% | +297.7% | -257.0% | +35.0% |
| 5Y | +43.9% | -38.2% | +82.0% | +40.1% |
| 10Y | +87.2% | +123.0% | -35.8% | +76.1% |
| All | +343.5% | -48.7% | +392.2% | +311.6% |
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 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