+3,627.4%
CLS vs POET
-20.0%
+3,647.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.3% |
| 7D | +20.1% | +9.7% | +10.4% | +19.4% |
| 30D | +6.0% | -6.5% | +12.6% | +6.5% |
| 3M | -10.3% | -25.7% | +15.4% | -8.8% |
| 6M | +24.5% | +19.6% | +4.9% | +19.6% |
| YTD | +12.9% | +26.4% | -13.5% | +7.7% |
| 1Y | +36.7% | +50.1% | -13.4% | +28.4% |
| 3Y | +1,328.1% | +127.9% | +1,200.2% | +1,159.5% |
| 5Y | +3,682.3% | -5.9% | +3,688.2% | +3,294.4% |
| 10Y | +3,038.3% | +31.1% | +3,007.1% | +2,536.3% |
| All | +3,627.4% | -20.0% | +3,647.4% | +2,805.1% |
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