+0.4%
CMS vs POET
-21.9%
+22.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +1.3% |
| 7D | +4.1% | -16.4% | +20.5% | +3.7% |
| 30D | +10.9% | -37.5% | +48.4% | +10.0% |
| 3M | -0.2% | -43.1% | +42.8% | -1.1% |
| 6M | -4.7% | -31.4% | +26.6% | -5.0% |
| YTD | +3.9% | -22.9% | +26.8% | +4.5% |
| 1Y | +0.4% | -18.0% | +18.3% | +0.7% |
| All | +0.4% | -21.9% | +22.3% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling