-1.5%
COF vs FLR
+31.2%
-32.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +1.8% | +5.4% | -3.6% | +1.0% |
| 30D | -0.6% | +11.4% | -12.0% | -2.6% |
| 3M | +20.3% | +11.4% | +8.9% | +17.2% |
| 6M | +13.0% | +16.6% | -3.6% | +7.9% |
| YTD | -8.3% | +41.7% | -50.0% | -16.5% |
| 1Y | -1.5% | +35.4% | -36.9% | -9.8% |
| All | -1.5% | +31.2% | -32.7% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling