-11.2%
CTSH vs POET
+120.8%
-132.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +2.9% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | +3.7% | -10.4% | +14.1% | +3.7% |
| 3M | +17.9% | -29.3% | +47.3% | +18.3% |
| 6M | -2.6% | +6.9% | -9.5% | -4.4% |
| YTD | -26.4% | +25.6% | -52.0% | -28.1% |
| 1Y | -13.0% | +49.2% | -62.2% | -15.8% |
| 3Y | -11.2% | +128.4% | -139.7% | -15.5% |
| All | -11.2% | +120.8% | -132.0% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling