-48.7%
POET vs CRL
+425.6%
-474.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -12.2% | +11.9% | -24.1% | -14.3% |
| 3M | -42.4% | +20.2% | -62.6% | -45.0% |
| 6M | -64.3% | +107.5% | -171.8% | -70.7% |
| YTD | -19.0% | +69.4% | -88.4% | -30.2% |
| 1Y | +9.1% | +99.7% | -90.6% | -9.5% |
| 3Y | +297.7% | +98.8% | +198.9% | +223.3% |
| 5Y | -38.2% | -12.4% | -25.8% | -42.0% |
| 10Y | +123.0% | +352.9% | -229.8% | +53.8% |
| All | -48.7% | +425.6% | -474.3% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling