+94.7%
COF vs FLUT
-45.9%
+140.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | +0.4% | +9.3% | -8.9% | -2.3% |
| 3M | -12.5% | -17.5% | +4.9% | -8.4% |
| 6M | +8.3% | -14.6% | +22.9% | +10.5% |
| YTD | -18.6% | -62.3% | +43.7% | +8.4% |
| 1Y | -8.6% | -59.6% | +51.0% | +18.9% |
| 3Y | +94.7% | -45.3% | +140.0% | +151.4% |
| All | +94.7% | -45.9% | +140.6% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling