+49.2%
COF vs FLNC
-70.4%
+119.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.3% |
| 7D | -5.1% | -4.1% | -1.1% | -4.8% |
| 30D | -6.0% | -24.8% | +18.7% | -3.6% |
| 3M | +14.8% | -59.1% | +73.9% | +24.0% |
| 6M | +15.3% | -42.0% | +57.3% | +16.9% |
| YTD | -13.0% | -49.8% | +36.7% | -11.7% |
| 1Y | -5.7% | +43.1% | -48.8% | -17.4% |
| 3Y | +118.1% | -61.0% | +179.1% | +100.8% |
| All | +49.2% | -70.4% | +119.5% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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