+118.4%
POET vs CHD
+0.5%
+117.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.7% | -5.4% |
| 7D | +3.7% | -4.7% | +8.4% | +2.1% |
| 30D | -11.5% | -8.3% | -3.2% | -13.8% |
| 3M | -30.8% | -4.0% | -26.7% | -31.0% |
| 6M | +8.6% | -6.5% | +15.1% | +9.9% |
| YTD | +20.1% | +13.1% | +7.0% | +18.9% |
| 1Y | +35.7% | +2.3% | +33.4% | +35.9% |
| All | +118.4% | +0.5% | +117.9% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling