+118.1%
COF vs FLR
+54.2%
+63.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -5.1% | -3.5% | -1.7% | -4.3% |
| 30D | -6.0% | +4.2% | -10.2% | -7.1% |
| 3M | +14.8% | +8.1% | +6.8% | +11.1% |
| 6M | +15.3% | +21.5% | -6.2% | +6.4% |
| YTD | -13.0% | +36.8% | -49.8% | -22.9% |
| 1Y | -5.7% | +31.2% | -36.9% | -15.9% |
| 3Y | +118.1% | +53.9% | +64.2% | +72.8% |
| All | +118.1% | +54.2% | +63.9% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling