+116.0%
CMS vs POET
+30.3%
+85.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.8% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | -4.1% | -10.4% | +6.3% | -4.0% |
| 3M | -7.1% | -29.3% | +22.3% | -6.9% |
| 6M | -10.1% | +6.9% | -16.9% | -11.0% |
| YTD | -1.7% | +25.6% | -27.3% | -3.1% |
| 1Y | -3.4% | +49.2% | -52.5% | -5.3% |
| 3Y | +31.6% | +128.4% | -96.9% | +25.2% |
| 5Y | +23.3% | -4.2% | +27.5% | +18.1% |
| All | +116.0% | +30.3% | +85.7% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling