+5,862.8%
COF vs FLEX
+8,058.3%
-2,195.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | +1.8% | -0.9% | +2.7% | +2.1% |
| 30D | -0.6% | -10.1% | +9.6% | +2.5% |
| 3M | +20.3% | -31.3% | +51.6% | +32.5% |
| 6M | +13.0% | +71.3% | -58.3% | -11.2% |
| YTD | -8.3% | +81.2% | -89.6% | -29.8% |
| 1Y | -1.5% | +98.5% | -100.0% | -27.4% |
| 3Y | +122.3% | +428.2% | -306.0% | +16.3% |
| 5Y | +52.5% | +657.3% | -604.8% | -29.3% |
| 10Y | +264.9% | +995.9% | -731.0% | +41.0% |
| All | +5,862.8% | +8,058.3% | -2,195.6% | +1,144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling