-18.0%
POET vs CPB
-18.4%
+0.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -10.0% | 0.0% |
| 7D | -16.4% | +13.0% | -29.4% | -8.6% |
| 30D | -37.5% | +20.5% | -58.0% | -28.3% |
| 3M | -43.1% | +2.2% | -45.3% | -40.9% |
| 6M | -31.4% | +15.4% | -46.7% | -20.5% |
| YTD | -22.9% | -12.3% | -10.6% | -23.2% |
| 1Y | -18.0% | -18.0% | 0.0% | -22.3% |
| All | -18.0% | -18.4% | +0.5% | -22.3% |
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