+129.9%
POET vs CRL
+38.7%
+91.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.9% | -3.4% |
| 7D | +9.7% | -4.6% | +14.3% | +11.5% |
| 30D | -6.5% | +0.5% | -7.0% | -6.8% |
| 3M | -25.7% | +46.6% | -72.3% | -36.4% |
| 6M | +19.6% | +57.3% | -37.7% | -1.0% |
| YTD | +26.4% | +39.5% | -13.2% | +9.2% |
| 1Y | +50.1% | +76.9% | -26.8% | +20.2% |
| All | +129.9% | +38.7% | +91.2% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling