+50.6%
POET vs CHD
+7.1%
+43.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.1% | +8.0% |
| 7D | +5.6% | -2.7% | +8.3% | +2.8% |
| 30D | -2.1% | -4.6% | +2.5% | -6.3% |
| 3M | -48.8% | +5.0% | -53.9% | -44.7% |
| 6M | +15.8% | -3.2% | +19.0% | +24.3% |
| YTD | +25.1% | +18.6% | +6.5% | +35.4% |
| 1Y | +50.6% | +4.8% | +45.7% | +68.1% |
| All | +50.6% | +7.1% | +43.5% | +68.1% |
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