+165.0%
CMI vs POET
-6.5%
+171.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +1.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -12.4% | -10.4% | -2.0% | -11.9% |
| 3M | -14.8% | -29.3% | +14.6% | -13.6% |
| 6M | +0.8% | +6.9% | -6.1% | -3.1% |
| YTD | +10.2% | +25.6% | -15.4% | +4.7% |
| 1Y | +37.4% | +49.2% | -11.7% | +28.3% |
| 3Y | +153.3% | +128.4% | +24.8% | +124.8% |
| All | +165.0% | -6.5% | +171.5% | +139.6% |
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