+562.1%
CSGP vs POET
-49.3%
+611.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +19.0% | -23.7% | -5.0% |
| 7D | +1.3% | -2.5% | +3.8% | +1.2% |
| 30D | +10.7% | -31.7% | +42.4% | +11.4% |
| 3M | +3.3% | -40.6% | +43.8% | +4.1% |
| 6M | -10.3% | -47.8% | +37.5% | -10.2% |
| YTD | -54.6% | -19.9% | -34.7% | -55.5% |
| 1Y | -54.6% | -4.7% | -49.9% | -55.8% |
| 3Y | -60.3% | +275.6% | -335.9% | -63.5% |
| 5Y | -63.3% | -38.2% | -25.1% | -65.4% |
| 10Y | +66.5% | +111.2% | -44.8% | +50.3% |
| All | +562.1% | -49.3% | +611.4% | +527.4% |
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