+110.5%
POET vs ZCMD
-100.0%
+210.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.0% | -7.7% | -3.8% |
| 7D | +9.7% | -4.1% | +13.9% | +9.8% |
| 30D | -6.5% | -22.7% | +16.2% | -6.4% |
| 3M | -25.7% | -62.5% | +36.8% | -26.0% |
| 6M | +19.6% | -99.5% | +119.0% | +23.8% |
| YTD | +26.4% | -99.7% | +126.1% | +32.6% |
| 1Y | +50.1% | -99.9% | +150.0% | +59.3% |
| 3Y | +127.9% | -100.0% | +227.9% | +150.8% |
| 5Y | -5.9% | -100.0% | +94.1% | +3.9% |
| All | +110.5% | -100.0% | +210.5% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling