+791.8%
COF vs FLUT
+1,645.8%
-854.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | +0.4% | +9.3% | -8.9% | -0.4% |
| 3M | -12.5% | -17.5% | +4.9% | -11.4% |
| 6M | +8.3% | -14.6% | +22.9% | +9.1% |
| YTD | -18.6% | -62.3% | +43.7% | -12.9% |
| 1Y | -8.6% | -59.6% | +51.0% | -2.7% |
| 3Y | +94.7% | -45.3% | +140.0% | +103.9% |
| 5Y | +35.3% | -50.4% | +85.8% | +40.9% |
| 10Y | +185.1% | -26.8% | +212.0% | +194.0% |
| All | +791.8% | +1,645.8% | -854.1% | +830.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling