-10.3%
COR vs POET
+31.1%
-41.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.5% |
| 7D | -3.9% | +9.7% | -13.6% | -3.6% |
| 30D | -0.3% | -6.5% | +6.2% | -0.4% |
| 3M | +15.9% | -25.7% | +41.6% | +15.6% |
| 6M | -10.3% | +19.6% | -29.8% | -12.2% |
| All | -10.3% | +31.1% | -41.4% | -12.2% |
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