-1.9%
POET vs CRL
-37.1%
+35.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.0% |
| 7D | +0.4% | -3.5% | +3.9% | +1.5% |
| 30D | -10.4% | -2.1% | -8.2% | -9.8% |
| 3M | -29.3% | +48.0% | -77.3% | -38.3% |
| 6M | +6.9% | +64.7% | -57.9% | -10.1% |
| YTD | +25.6% | +39.5% | -13.9% | +11.0% |
| 1Y | +49.2% | +74.2% | -25.0% | +24.2% |
| 3Y | +128.4% | +39.4% | +89.1% | +98.4% |
| All | -1.9% | -37.1% | +35.3% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling