+274.2%
CME vs POET
+30.3%
+243.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.4% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | +5.6% | -10.4% | +16.0% | +5.8% |
| 3M | +5.6% | -29.3% | +34.9% | +6.2% |
| 6M | -8.3% | +6.9% | -15.1% | -10.4% |
| YTD | +4.3% | +25.6% | -21.3% | +1.1% |
| 1Y | +9.1% | +49.2% | -40.1% | +4.4% |
| 3Y | +52.1% | +128.4% | -76.4% | +37.3% |
| 5Y | +79.7% | -4.2% | +83.9% | +65.5% |
| All | +274.2% | +30.3% | +243.9% | +215.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling