+1,848.3%
CMG vs POET
-20.5%
+1,868.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.1% |
| 3M | +15.8% | -29.3% | +45.2% | +16.4% |
| 6M | +6.9% | +6.9% | +0.1% | +4.8% |
| YTD | -2.2% | +25.6% | -27.8% | -4.6% |
| 1Y | -7.1% | +49.2% | -56.2% | -10.1% |
| 3Y | -7.1% | +128.4% | -135.6% | -13.1% |
| 5Y | -4.8% | -4.2% | -0.6% | -10.2% |
| 10Y | +324.3% | +30.3% | +294.0% | +286.1% |
| All | +1,848.3% | -20.5% | +1,868.8% | +1,646.7% |
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