+298.3%
COP vs FLEX
+659.4%
-361.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.0% | -13.3% | -4.1% |
| 7D | -8.4% | -7.2% | -1.3% | -7.4% |
| 30D | +0.3% | -34.8% | +35.0% | +9.3% |
| 3M | +15.1% | -35.6% | +50.7% | +24.9% |
| 6M | +19.8% | -45.0% | +64.8% | +31.8% |
| YTD | +46.8% | +29.4% | +17.4% | +18.2% |
| 1Y | +59.7% | +24.8% | +35.0% | +29.4% |
| 3Y | +28.7% | +304.4% | -275.7% | -35.3% |
| 5Y | +110.7% | +484.1% | -373.4% | -11.7% |
| 10Y | +298.3% | +640.4% | -342.1% | +39.9% |
| All | +298.3% | +659.4% | -361.1% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling