+924.4%
CSX vs POET
-48.7%
+973.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.6% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | +7.8% | -12.2% | +20.0% | +8.0% |
| 3M | +4.1% | -42.4% | +46.5% | +5.2% |
| 6M | +17.9% | -64.3% | +82.2% | +19.8% |
| YTD | +44.9% | -19.0% | +63.9% | +42.3% |
| 1Y | +51.1% | +9.1% | +42.0% | +47.0% |
| 3Y | +78.3% | +297.7% | -219.4% | +62.2% |
| 5Y | +58.1% | -38.2% | +96.3% | +48.9% |
| 10Y | +417.9% | +123.0% | +294.8% | +356.5% |
| All | +924.4% | -48.7% | +973.1% | +762.0% |
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