-20.8%
POET vs CAPR
-99.6%
+78.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.3% | +6.8% | +8.0% |
| 7D | +5.6% | -2.0% | +7.6% | +5.7% |
| 30D | -2.1% | +139.2% | -141.3% | -7.2% |
| 3M | -48.8% | -66.4% | +17.5% | -47.7% |
| 6M | +15.8% | -63.1% | +78.9% | +17.8% |
| YTD | +25.1% | -67.4% | +92.5% | +27.8% |
| 1Y | +50.6% | +58.2% | -7.7% | +30.0% |
| 3Y | +107.9% | +42.2% | +65.7% | +73.6% |
| 5Y | -11.0% | +87.3% | -98.3% | -27.6% |
| 10Y | +25.7% | -75.3% | +101.0% | -5.9% |
| All | -20.8% | -99.6% | +78.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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