-18.0%
POET vs CLBK
+65.7%
-83.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | -16.4% | +4.6% | -21.0% | -18.0% |
| 30D | -37.5% | -1.5% | -36.0% | -37.1% |
| 3M | -43.1% | +4.4% | -47.4% | -43.8% |
| 6M | -31.4% | +31.7% | -63.0% | -39.5% |
| YTD | -22.9% | +58.7% | -81.6% | -43.0% |
| 1Y | -18.0% | +64.9% | -82.8% | -48.7% |
| All | -18.0% | +65.7% | -83.7% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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