+416.9%
COF vs FLR
+587.1%
-170.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -0.2% |
| 7D | -2.7% | -3.1% | +0.5% | -1.5% |
| 30D | -3.4% | +4.9% | -8.3% | -5.4% |
| 3M | +15.4% | +10.8% | +4.6% | +8.7% |
| 6M | +14.4% | +19.7% | -5.2% | +3.0% |
| YTD | -12.0% | +38.4% | -50.3% | -25.5% |
| 1Y | -3.7% | +34.7% | -38.4% | -18.4% |
| 3Y | +121.1% | +56.7% | +64.4% | +65.1% |
| 5Y | +47.8% | +241.6% | -193.8% | -23.8% |
| 10Y | +250.3% | +20.2% | +230.1% | +107.6% |
| All | +416.9% | +587.1% | -170.2% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling