+35.3%
CP vs POET
-6.5%
+41.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.3% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | -3.7% | -10.4% | +6.6% | -3.5% |
| 3M | +0.1% | -29.3% | +29.5% | +0.7% |
| 6M | +7.8% | +6.9% | +1.0% | +5.2% |
| YTD | +21.7% | +25.6% | -3.9% | +17.8% |
| 1Y | +18.6% | +49.2% | -30.5% | +13.7% |
| 3Y | +17.5% | +128.4% | -110.9% | +10.3% |
| All | +35.3% | -6.5% | +41.8% | +30.0% |
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