+240.0%
COF vs FLEX
+1,045.7%
-805.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -0.2% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | -5.2% | -11.8% | +6.6% | -0.9% |
| 3M | +17.0% | -22.6% | +39.6% | +25.5% |
| 6M | +12.9% | +77.3% | -64.4% | -21.3% |
| YTD | -13.5% | +78.8% | -92.3% | -40.6% |
| 1Y | -5.9% | +86.1% | -91.9% | -37.6% |
| 3Y | +117.1% | +446.2% | -329.1% | -18.6% |
| 5Y | +45.4% | +689.7% | -644.3% | -55.4% |
| All | +240.0% | +1,045.7% | -805.7% | -28.3% |
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