+120.8%
COF vs FLEX
+465.7%
-344.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -2.7% | +6.4% | -9.0% | -4.1% |
| 30D | -3.4% | -5.9% | +2.5% | -2.3% |
| 3M | +15.4% | -23.5% | +38.9% | +21.0% |
| 6M | +14.4% | +83.7% | -69.3% | -12.9% |
| YTD | -12.0% | +86.5% | -98.5% | -34.0% |
| 1Y | -3.7% | +100.5% | -104.2% | -31.1% |
| All | +120.8% | +465.7% | -344.9% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling