+586.8%
COF vs POET
-20.5%
+607.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.4% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | -6.0% | -10.4% | +4.3% | -5.8% |
| 3M | +14.8% | -29.3% | +44.2% | +15.6% |
| 6M | +15.3% | +6.9% | +8.5% | +12.5% |
| YTD | -13.0% | +25.6% | -38.6% | -15.8% |
| 1Y | -5.7% | +49.2% | -54.9% | -9.6% |
| 3Y | +118.1% | +128.4% | -10.3% | +100.1% |
| 5Y | +46.2% | -4.2% | +50.4% | +35.6% |
| 10Y | +246.1% | +30.3% | +215.7% | +209.9% |
| All | +586.8% | -20.5% | +607.3% | +606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling