-1.9%
POET vs ZCMD
-100.0%
+98.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.1% | +11.7% | +4.6% |
| 7D | +0.4% | -5.4% | +5.8% | +0.4% |
| 30D | -10.4% | -24.8% | +14.4% | -10.5% |
| 3M | -29.3% | -62.8% | +33.5% | -28.9% |
| 6M | +6.9% | -99.5% | +106.4% | +3.6% |
| YTD | +25.6% | -99.8% | +125.4% | +21.0% |
| 1Y | +49.2% | -99.9% | +149.1% | +41.4% |
| 3Y | +128.4% | -100.0% | +228.4% | +92.2% |
| All | -1.9% | -100.0% | +98.1% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling