+0.2%
CTAS vs POET
+31.1%
-31.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.3% |
| 7D | +1.0% | +9.7% | -8.8% | +1.2% |
| 30D | -1.1% | -6.5% | +5.5% | -1.2% |
| 3M | +11.5% | -25.7% | +37.2% | +11.6% |
| 6M | +0.2% | +19.6% | -19.4% | -5.5% |
| All | +0.2% | +31.1% | -31.0% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling