-3.1%
CMG vs POET
-6.5%
+3.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.1% |
| 7D | -2.1% | +0.4% | -2.4% | -2.1% |
| 30D | +10.9% | -10.4% | +21.3% | +11.2% |
| 3M | +15.8% | -29.3% | +45.2% | +16.5% |
| 6M | +6.9% | +6.9% | +0.1% | +3.6% |
| YTD | -2.2% | +25.6% | -27.8% | -6.0% |
| 1Y | -7.1% | +49.2% | -56.2% | -11.7% |
| 3Y | -7.1% | +128.4% | -135.6% | -13.4% |
| All | -3.1% | -6.5% | +3.4% | -7.6% |
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 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