+179.3%
COR vs POET
-6.5%
+185.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.2% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | +2.6% | -10.4% | +12.9% | +2.5% |
| 3M | +14.5% | -29.3% | +43.8% | +14.5% |
| 6M | -7.8% | +6.9% | -14.7% | -8.1% |
| YTD | -4.2% | +25.6% | -29.8% | -4.6% |
| 1Y | +7.0% | +49.2% | -42.1% | +6.4% |
| 3Y | +85.5% | +128.4% | -42.9% | +84.6% |
| All | +179.3% | -6.5% | +185.8% | +178.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling