-20.8%
POET vs CPB
+16.1%
-36.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.4% | +11.4% | +8.2% |
| 7D | +5.6% | -8.6% | +14.2% | +6.1% |
| 30D | -2.1% | -7.2% | +5.1% | -1.7% |
| 3M | -48.8% | +0.9% | -49.7% | -49.1% |
| 6M | +15.8% | -11.8% | +27.6% | +16.6% |
| YTD | +25.1% | -19.4% | +44.5% | +26.9% |
| 1Y | +50.6% | -30.4% | +81.0% | +55.3% |
| 3Y | +107.9% | -40.2% | +148.0% | +116.4% |
| 5Y | -11.0% | -39.5% | +28.5% | -8.5% |
| 10Y | +25.7% | -47.4% | +73.1% | +29.8% |
| All | -20.8% | +16.1% | -36.9% | -45.1% |
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