+50.6%
POET vs ZCMD
-99.9%
+150.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.8% | +11.8% | +8.1% |
| 7D | +5.6% | -8.0% | +13.6% | +5.6% |
| 30D | -2.1% | -27.9% | +25.8% | -2.0% |
| 3M | -48.8% | -74.6% | +25.8% | -47.7% |
| 6M | +15.8% | -99.5% | +115.2% | +21.7% |
| YTD | +25.1% | -99.7% | +124.9% | +37.7% |
| 1Y | +50.6% | -99.9% | +150.5% | +71.6% |
| All | +50.6% | -99.9% | +150.5% | +71.6% |
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