+47.8%
COF vs FLUT
-48.5%
+96.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.1% |
| 7D | -2.7% | -2.6% | -0.1% | -2.0% |
| 30D | -3.4% | +5.4% | -8.7% | -5.1% |
| 3M | +15.4% | -10.8% | +26.2% | +17.9% |
| 6M | +14.4% | -9.2% | +23.6% | +15.5% |
| YTD | -12.0% | -53.8% | +41.8% | +7.8% |
| 1Y | -3.7% | -66.0% | +62.2% | +27.9% |
| 3Y | +121.1% | -44.7% | +165.7% | +153.0% |
| 5Y | +47.8% | -50.6% | +98.4% | +60.0% |
| All | +47.8% | -48.5% | +96.3% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling