+1,068.4%
CMI vs POET
-20.5%
+1,088.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +1.1% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -12.4% | -10.4% | -2.0% | -12.1% |
| 3M | -14.8% | -29.3% | +14.6% | -14.1% |
| 6M | +0.8% | +6.9% | -6.1% | -1.3% |
| YTD | +10.2% | +25.6% | -15.4% | +7.2% |
| 1Y | +37.4% | +49.2% | -11.7% | +32.3% |
| 3Y | +153.3% | +128.4% | +24.8% | +133.6% |
| 5Y | +167.6% | -4.2% | +171.8% | +149.3% |
| 10Y | +514.4% | +30.3% | +484.0% | +449.1% |
| All | +1,068.4% | -20.5% | +1,088.9% | +990.6% |
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 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