-24.0%
POET vs CNI
+582.1%
-606.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.8% |
| 7D | +3.7% | -1.1% | +4.8% | +4.1% |
| 30D | -11.5% | -3.5% | -8.0% | -10.3% |
| 3M | -30.8% | +2.2% | -33.0% | -31.7% |
| 6M | +8.6% | +15.1% | -6.5% | +2.7% |
| YTD | +20.1% | +24.7% | -4.6% | +10.0% |
| 1Y | +35.7% | +33.4% | +2.3% | +21.5% |
| 3Y | +116.5% | +19.5% | +97.0% | +99.4% |
| 5Y | -8.4% | +12.6% | -21.0% | -14.6% |
| 10Y | +24.6% | +134.7% | -110.1% | -6.8% |
| All | -24.0% | +582.1% | -606.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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