+62.1%
CNH vs POET
+86.0%
-23.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +2.4% |
| 7D | +1.8% | +9.7% | -7.9% | +1.4% |
| 30D | +32.6% | -6.5% | +39.2% | +32.9% |
| 3M | +29.4% | -25.7% | +55.1% | +30.6% |
| 6M | +26.0% | +19.6% | +6.4% | +20.3% |
| YTD | +52.2% | +26.4% | +25.8% | +44.4% |
| 1Y | +23.9% | +50.1% | -26.2% | +15.3% |
| 3Y | +10.1% | +127.9% | -117.8% | -5.5% |
| 5Y | +13.2% | -5.9% | +19.0% | -0.6% |
| 10Y | +160.7% | +31.1% | +129.5% | +109.9% |
| All | +62.1% | +86.0% | -23.9% | +23.2% |
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 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