+115.6%
CRBG vs POET
+118.4%
-2.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +1.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +2.6% | -10.4% | +13.0% | +3.0% |
| 3M | +24.0% | -29.3% | +53.3% | +25.0% |
| 6M | +50.5% | +6.9% | +43.7% | +45.1% |
| YTD | +17.1% | +25.6% | -8.5% | +11.6% |
| 1Y | +5.9% | +49.2% | -43.3% | -0.5% |
| 3Y | +122.7% | +128.4% | -5.7% | +106.3% |
| All | +115.6% | +118.4% | -2.8% | +103.6% |
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 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