+9.3%
CME vs POET
+56.2%
-46.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.3% | -0.1% |
| 7D | -1.6% | +5.6% | -7.2% | -1.5% |
| 30D | +6.2% | -2.1% | +8.3% | +6.2% |
| 3M | +10.4% | -48.8% | +59.3% | +10.1% |
| 6M | -9.5% | +15.8% | -25.3% | -8.8% |
| YTD | +6.0% | +25.1% | -19.1% | +6.8% |
| 1Y | +9.3% | +50.6% | -41.3% | +10.8% |
| All | +9.3% | +56.2% | -46.9% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling