+240.0%
COF vs FLUT
-11.0%
+251.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -6.1% | -3.6% | -2.5% | -5.5% |
| 30D | -5.2% | -0.3% | -4.8% | -5.3% |
| 3M | +17.0% | -12.6% | +29.6% | +19.0% |
| 6M | +12.9% | -8.0% | +20.9% | +13.4% |
| YTD | -13.5% | -54.1% | +40.6% | -2.5% |
| 1Y | -5.9% | -66.1% | +60.3% | +11.2% |
| 3Y | +117.1% | -45.0% | +162.1% | +137.6% |
| 5Y | +45.4% | -51.2% | +96.6% | +53.0% |
| All | +240.0% | -11.0% | +251.0% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling