+107.7%
COST vs POET
-6.5%
+114.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.2% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -4.7% | -10.4% | +5.7% | -4.6% |
| 3M | -7.1% | -29.3% | +22.2% | -6.7% |
| 6M | -8.5% | +6.9% | -15.4% | -10.2% |
| YTD | +5.4% | +25.6% | -20.2% | +2.8% |
| 1Y | -5.6% | +49.2% | -54.8% | -8.8% |
| 3Y | +68.5% | +128.4% | -60.0% | +58.4% |
| All | +107.7% | -6.5% | +114.2% | +96.4% |
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