-49.3%
POET vs CASY
+3,293.5%
-3,342.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.7% |
| 7D | -0.4% | +5.0% | -5.4% | -1.0% |
| 30D | -27.3% | +8.2% | -35.4% | -28.0% |
| 3M | -40.8% | -18.2% | -22.6% | -39.6% |
| 6M | -53.7% | -18.6% | -35.1% | -52.9% |
| YTD | -19.9% | +26.8% | -46.7% | -22.3% |
| 1Y | -4.0% | +31.6% | -35.6% | -7.3% |
| 3Y | +284.1% | +156.5% | +127.6% | +249.4% |
| 5Y | -37.4% | +258.6% | -296.0% | -44.5% |
| 10Y | +120.4% | +550.3% | -429.8% | +87.2% |
| All | -49.3% | +3,293.5% | -3,342.8% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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