+3,860.6%
CLS vs POET
-6.5%
+3,867.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.6% | +2.0% | +6.0% |
| 7D | +10.9% | +0.4% | +10.6% | +10.9% |
| 30D | +2.1% | -10.4% | +12.5% | +3.4% |
| 3M | -10.2% | -29.3% | +19.1% | -6.9% |
| 6M | +30.4% | +6.9% | +23.5% | +21.1% |
| YTD | +17.2% | +25.6% | -8.4% | +6.1% |
| 1Y | +41.0% | +49.2% | -8.1% | +23.4% |
| 3Y | +1,338.0% | +128.4% | +1,209.5% | +1,056.9% |
| All | +3,860.6% | -6.5% | +3,867.0% | +3,154.5% |
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 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