+50.6%
POET vs CPB
-32.6%
+83.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.4% | +11.4% | +5.8% |
| 7D | +5.6% | -8.6% | +14.2% | 0.0% |
| 30D | -2.1% | -7.2% | +5.1% | -6.2% |
| 3M | -48.8% | +0.9% | -49.7% | -47.1% |
| 6M | +15.8% | -11.8% | +27.6% | +12.3% |
| YTD | +25.1% | -19.4% | +44.5% | +17.5% |
| 1Y | +50.6% | -30.4% | +81.0% | +39.8% |
| All | +50.6% | -32.6% | +83.2% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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