+65.1%
CSX vs POET
-4.8%
+69.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -1.2% |
| 7D | -0.6% | +9.7% | -10.3% | -0.8% |
| 30D | -3.2% | -6.5% | +3.3% | -3.1% |
| 3M | +2.6% | -25.7% | +28.3% | +3.0% |
| 6M | +19.8% | +19.6% | +0.2% | +17.1% |
| YTD | +34.7% | +26.4% | +8.3% | +31.2% |
| 1Y | +52.1% | +50.1% | +2.1% | +47.0% |
| 3Y | +68.4% | +127.9% | -59.5% | +58.7% |
| 5Y | +65.1% | -5.9% | +71.0% | +57.5% |
| All | +65.1% | -4.8% | +69.9% | +57.5% |
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 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