+242.0%
COF vs FLEX
+1,128.1%
-886.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.2% | -6.6% | -2.2% |
| 7D | -5.1% | +5.7% | -10.9% | -7.4% |
| 30D | -6.0% | -7.0% | +1.0% | -3.9% |
| 3M | +14.8% | -23.8% | +38.7% | +24.2% |
| 6M | +15.3% | +82.6% | -67.3% | -20.3% |
| YTD | -13.0% | +91.6% | -104.7% | -42.0% |
| 1Y | -5.7% | +100.6% | -106.3% | -39.4% |
| 3Y | +118.1% | +479.8% | -361.6% | -20.2% |
| 5Y | +46.2% | +746.5% | -700.3% | -56.4% |
| All | +242.0% | +1,128.1% | -886.1% | -29.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling