+107.7%
CTAS vs POET
-6.5%
+114.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | +1.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | -0.7% | -10.4% | +9.6% | -0.6% |
| 3M | +11.1% | -29.3% | +40.4% | +11.5% |
| 6M | +2.1% | +6.9% | -4.7% | +0.1% |
| YTD | +8.0% | +25.6% | -17.6% | +5.2% |
| 1Y | -0.5% | +49.2% | -49.6% | -3.8% |
| 3Y | +66.2% | +128.4% | -62.2% | +55.6% |
| All | +107.7% | -6.5% | +114.2% | +93.0% |
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 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