-20.0%
POET vs CHD
+779.1%
-799.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.5% |
| 7D | +9.7% | -4.2% | +13.9% | +10.4% |
| 30D | -6.5% | -7.6% | +1.0% | -5.6% |
| 3M | -25.7% | -1.6% | -24.1% | -25.8% |
| 6M | +19.6% | -6.3% | +25.9% | +19.9% |
| YTD | +26.4% | +14.6% | +11.8% | +21.2% |
| 1Y | +50.1% | +1.6% | +48.5% | +47.4% |
| 3Y | +127.9% | +3.1% | +124.8% | +121.2% |
| 5Y | -5.9% | +21.1% | -27.0% | -13.1% |
| 10Y | +31.1% | +128.6% | -97.5% | -0.2% |
| All | -20.0% | +779.1% | -799.1% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling