+259.6%
COP vs POET
-20.0%
+279.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.2% |
| 7D | -0.5% | +9.7% | -10.2% | -0.8% |
| 30D | +11.7% | -6.5% | +18.3% | +11.9% |
| 3M | +17.7% | -25.7% | +43.4% | +18.3% |
| 6M | +18.3% | +19.6% | -1.3% | +14.2% |
| YTD | +49.1% | +26.4% | +22.7% | +43.2% |
| 1Y | +53.3% | +50.1% | +3.2% | +45.3% |
| 3Y | +22.2% | +127.9% | -105.8% | +8.9% |
| 5Y | +193.3% | -5.9% | +199.2% | +165.9% |
| 10Y | +340.2% | +31.1% | +309.1% | +275.8% |
| All | +259.6% | -20.0% | +279.6% | +183.6% |
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