-11.7%
CSCO vs POET
-32.5%
+20.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -0.6% |
| 7D | -0.5% | +17.0% | -17.6% | -2.4% |
| 30D | -10.1% | -6.7% | -3.4% | -9.6% |
| 3M | -11.7% | -32.3% | +20.6% | -7.5% |
| All | -11.7% | -32.5% | +20.8% | -7.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling