+1,324.8%
CRM vs POET
-20.5%
+1,345.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.8% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | +28.1% | -10.4% | +38.5% | +28.4% |
| 3M | +48.8% | -29.3% | +78.2% | +49.7% |
| 6M | +28.3% | +6.9% | +21.4% | +25.0% |
| YTD | -6.0% | +25.6% | -31.6% | -9.2% |
| 1Y | +1.4% | +49.2% | -47.7% | -3.1% |
| 3Y | +11.8% | +128.4% | -116.6% | +1.6% |
| 5Y | -2.0% | -4.2% | +2.2% | -9.9% |
| 10Y | +239.6% | +30.3% | +209.3% | +195.6% |
| All | +1,324.8% | -20.5% | +1,345.3% | +1,234.8% |
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