+44.6%
COP vs FLEX
+102.8%
-58.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -0.9% |
| 7D | +3.0% | -0.9% | +3.9% | +2.9% |
| 30D | +17.5% | -10.1% | +27.6% | +16.6% |
| 3M | +13.4% | -31.3% | +44.7% | +10.8% |
| 6M | +17.7% | +71.3% | -53.5% | +19.3% |
| YTD | +46.6% | +81.2% | -34.7% | +47.4% |
| 1Y | +44.6% | +98.5% | -53.9% | +47.5% |
| All | +44.6% | +102.8% | -58.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling