+137.4%
POET vs CLBK
+66.9%
+70.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.2% |
| 7D | +17.0% | +1.1% | +15.9% | +16.4% |
| 30D | -6.7% | +7.8% | -14.5% | -9.9% |
| 3M | -32.3% | +23.9% | -56.2% | -39.2% |
| 6M | +32.3% | +42.3% | -10.0% | +10.5% |
| YTD | +31.3% | +65.4% | -34.1% | +1.6% |
| 1Y | +55.3% | +70.3% | -15.0% | +19.3% |
| 3Y | +136.8% | +54.5% | +82.3% | +83.7% |
| 5Y | -2.2% | +43.1% | -45.3% | -28.5% |
| All | +137.4% | +66.9% | +70.5% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling