+105.1%
CTVA vs POET
-6.5%
+111.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -0.8% |
| 7D | -4.5% | +0.4% | -4.9% | -4.5% |
| 30D | +11.3% | -10.4% | +21.7% | +11.5% |
| 3M | +12.3% | -29.3% | +41.6% | +12.9% |
| 6M | +7.2% | +6.9% | +0.3% | +4.9% |
| YTD | +26.0% | +25.6% | +0.4% | +22.5% |
| 1Y | +16.0% | +49.2% | -33.1% | +11.6% |
| 3Y | +73.9% | +128.4% | -54.5% | +61.0% |
| All | +105.1% | -6.5% | +111.6% | +94.1% |
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