+175.7%
COF vs FLEX
+608.2%
-432.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +2.3% |
| 7D | -3.4% | +7.5% | -10.8% | -6.4% |
| 30D | +0.4% | -25.3% | +25.7% | +9.3% |
| 3M | -12.5% | -39.7% | +27.1% | +2.3% |
| 6M | +8.3% | -47.9% | +56.2% | +29.9% |
| YTD | -18.6% | +24.1% | -42.7% | -37.8% |
| 1Y | -8.6% | +26.0% | -34.6% | -31.2% |
| 3Y | +94.7% | +282.7% | -188.0% | -18.9% |
| 5Y | +35.3% | +424.2% | -388.9% | -52.8% |
| All | +175.7% | +608.2% | -432.5% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling