-5.9%
POET vs CPB
-38.1%
+32.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.6% |
| 7D | +9.7% | -8.0% | +17.7% | +8.3% |
| 30D | -6.5% | -2.4% | -4.1% | -6.8% |
| 3M | -25.7% | +0.5% | -26.3% | -25.3% |
| 6M | +19.6% | -10.5% | +30.0% | +20.0% |
| YTD | +26.4% | -17.5% | +43.9% | +26.6% |
| 1Y | +50.1% | -31.0% | +81.1% | +50.9% |
| 3Y | +127.9% | -40.6% | +168.5% | +127.6% |
| 5Y | -5.9% | -37.7% | +31.8% | -8.3% |
| All | -5.9% | -38.1% | +32.2% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling