+95.6%
POET vs CAI
-11.0%
+106.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.1% |
| 7D | +9.7% | -3.1% | +12.8% | +10.4% |
| 30D | -6.5% | +2.7% | -9.2% | -7.1% |
| 3M | -25.7% | +41.7% | -67.4% | -30.9% |
| 6M | +19.6% | +26.5% | -6.9% | +10.4% |
| YTD | +26.4% | -10.9% | +37.3% | +23.3% |
| 1Y | +50.1% | -29.2% | +79.3% | +45.2% |
| All | +95.6% | -11.0% | +106.6% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling