+24.3%
CMS vs POET
-11.6%
+35.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.7% |
| 7D | -1.3% | +3.7% | -5.0% | -1.3% |
| 30D | -2.8% | -11.5% | +8.7% | -2.8% |
| 3M | -7.1% | -30.8% | +23.7% | -7.1% |
| 6M | -10.0% | +8.6% | -18.6% | -10.4% |
| YTD | -0.9% | +20.1% | -21.0% | -1.4% |
| 1Y | -2.0% | +35.7% | -37.7% | -2.7% |
| 3Y | +33.0% | +116.5% | -83.5% | +28.9% |
| 5Y | +24.3% | -8.4% | +32.7% | +17.2% |
| All | +24.3% | -11.6% | +35.9% | +17.2% |
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