-1.9%
POET vs CHD
+20.9%
-22.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +0.4% | -4.5% | +4.8% | -0.2% |
| 30D | -10.4% | -6.7% | -3.7% | -11.1% |
| 3M | -29.3% | -2.7% | -26.6% | -29.4% |
| 6M | +6.9% | -4.9% | +11.8% | +7.5% |
| YTD | +25.6% | +13.3% | +12.2% | +23.3% |
| 1Y | +49.2% | +1.0% | +48.2% | +48.6% |
| 3Y | +128.4% | +1.3% | +127.1% | +128.6% |
| All | -1.9% | +20.9% | -22.7% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling