-86.8%
CLF vs POET
-16.9%
-69.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -2.0% |
| 7D | +6.5% | +17.0% | -10.5% | +5.5% |
| 30D | +0.2% | -6.7% | +7.0% | +0.5% |
| 3M | -3.1% | -32.3% | +29.3% | -1.5% |
| 6M | +25.0% | +32.3% | -7.3% | +18.2% |
| YTD | -7.5% | +31.3% | -38.7% | -12.7% |
| 1Y | +11.5% | +55.3% | -43.8% | +3.6% |
| 3Y | -13.7% | +136.8% | -150.4% | -25.8% |
| 5Y | -47.0% | -2.2% | -44.7% | -53.3% |
| 10Y | +116.3% | +34.0% | +82.3% | +77.4% |
| All | -86.8% | -16.9% | -69.9% | -90.6% |
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