+11.9%
COST vs POET
-21.9%
+33.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +2.6% |
| 7D | +6.6% | -16.4% | +23.1% | +6.4% |
| 30D | +13.5% | -37.5% | +51.0% | +13.0% |
| 3M | +10.6% | -43.1% | +53.6% | +10.1% |
| 6M | +3.6% | -31.4% | +35.0% | +3.0% |
| YTD | +22.1% | -22.9% | +45.0% | +22.0% |
| 1Y | +11.9% | -18.0% | +29.9% | +11.7% |
| All | +11.9% | -21.9% | +33.8% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling