-18.0%
POET vs ZCMD
-99.9%
+81.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -4.1% |
| 7D | -16.4% | -13.3% | -3.1% | -16.3% |
| 30D | -37.5% | -49.6% | +12.1% | -37.2% |
| 3M | -43.1% | -54.6% | +11.6% | -42.8% |
| 6M | -31.4% | -99.8% | +68.4% | -23.8% |
| YTD | -22.9% | -99.9% | +76.9% | -12.4% |
| 1Y | -18.0% | -99.9% | +81.9% | +6.9% |
| All | -18.0% | -99.9% | +81.9% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling