+457.8%
CRH vs POET
-20.5%
+478.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.9% |
| 7D | -6.1% | +0.4% | -6.4% | -6.1% |
| 30D | -9.3% | -10.4% | +1.1% | -9.0% |
| 3M | -15.2% | -29.3% | +14.1% | -14.6% |
| 6M | -14.2% | +6.9% | -21.1% | -16.2% |
| YTD | -28.3% | +25.6% | -53.8% | -30.5% |
| 1Y | -21.8% | +49.2% | -70.9% | -25.0% |
| 3Y | +71.6% | +128.4% | -56.8% | +56.9% |
| 5Y | +96.6% | -4.2% | +100.8% | +81.8% |
| 10Y | +253.8% | +30.3% | +223.5% | +212.7% |
| All | +457.8% | -20.5% | +478.3% | +417.5% |
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