+15.3%
COF vs POET
+14.2%
+1.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.6% |
| 7D | -5.1% | +0.4% | -5.5% | -5.1% |
| 30D | -6.0% | -10.4% | +4.3% | -6.0% |
| 3M | +14.8% | -29.3% | +44.2% | +14.5% |
| 6M | +15.3% | +6.9% | +8.5% | +17.1% |
| All | +15.3% | +14.2% | +1.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 6mo: compounded portfolio wealth divided by compounded POET 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…
6mo analysis · Full analysis span regression · 6 months rolling