+720.6%
CP vs POET
-20.0%
+740.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -1.1% |
| 7D | +0.6% | +9.7% | -9.1% | +0.3% |
| 30D | -0.5% | -6.5% | +6.1% | -0.4% |
| 3M | +0.1% | -25.7% | +25.8% | +0.5% |
| 6M | +7.8% | +19.6% | -11.8% | +5.0% |
| YTD | +22.9% | +26.4% | -3.5% | +19.2% |
| 1Y | +21.3% | +50.1% | -28.8% | +16.5% |
| 3Y | +20.4% | +127.9% | -107.6% | +10.3% |
| 5Y | +34.9% | -5.9% | +40.8% | +25.2% |
| 10Y | +233.3% | +31.1% | +202.2% | +193.0% |
| All | +720.6% | -20.0% | +740.6% | +479.6% |
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 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