-18.0%
POET vs CHD
+30.9%
-48.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.8% | -0.6% |
| 7D | -16.4% | +6.9% | -23.4% | -8.0% |
| 30D | -37.5% | +17.1% | -54.6% | -22.0% |
| 3M | -43.1% | +9.1% | -52.2% | -35.1% |
| 6M | -31.4% | +21.4% | -52.7% | -6.0% |
| YTD | -22.9% | +34.9% | -57.8% | +6.2% |
| 1Y | -18.0% | +31.0% | -49.0% | +15.6% |
| All | -18.0% | +30.9% | -48.9% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling