+5,709.6%
COF vs FLEX
+8,415.9%
-2,706.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -4.0% |
| 7D | +1.2% | +7.0% | -5.7% | -1.0% |
| 30D | -1.4% | -5.8% | +4.4% | +0.1% |
| 3M | +19.0% | -24.2% | +43.2% | +27.0% |
| 6M | +14.9% | +90.8% | -75.9% | -12.9% |
| YTD | -10.7% | +89.2% | -99.9% | -32.5% |
| 1Y | -1.3% | +104.7% | -106.0% | -28.0% |
| 3Y | +124.3% | +478.1% | -353.8% | +13.9% |
| 5Y | +51.1% | +726.2% | -675.1% | -31.9% |
| 10Y | +252.4% | +1,060.6% | -808.2% | +33.6% |
| All | +5,709.6% | +8,415.9% | -2,706.3% | +1,095.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FLEX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling