+94.4%
POET vs CAI
-9.9%
+104.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.4% |
| 7D | +0.4% | -2.9% | +3.3% | +0.9% |
| 30D | -10.4% | +9.3% | -19.7% | -11.9% |
| 3M | -29.3% | +35.2% | -64.6% | -33.8% |
| 6M | +6.9% | +30.7% | -23.9% | -1.9% |
| YTD | +25.6% | -9.8% | +35.4% | +22.2% |
| 1Y | +49.2% | -28.9% | +78.0% | +43.9% |
| All | +94.4% | -9.9% | +104.2% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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