-48.7%
POET vs CPB
+25.3%
-74.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.7% |
| 7D | +1.2% | -1.6% | +2.7% | +1.2% |
| 30D | -12.2% | +19.2% | -31.4% | -13.0% |
| 3M | -42.4% | -0.9% | -41.5% | -42.4% |
| 6M | -64.3% | +15.2% | -79.5% | -64.8% |
| YTD | -19.0% | -13.1% | -5.9% | -18.1% |
| 1Y | +9.1% | -22.4% | +31.6% | +11.7% |
| 3Y | +297.7% | -35.3% | +333.0% | +312.8% |
| 5Y | -38.2% | -33.0% | -5.2% | -37.0% |
| 10Y | +123.0% | -39.2% | +162.2% | +126.4% |
| All | -48.7% | +25.3% | -74.0% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling