+325.1%
COP vs FLEX
+1,059.7%
-734.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.5% |
| 7D | -0.8% | +7.0% | -7.8% | -2.5% |
| 30D | +15.6% | -5.8% | +21.4% | +16.9% |
| 3M | +14.3% | -24.2% | +38.6% | +19.9% |
| 6M | +17.0% | +90.8% | -73.8% | -11.6% |
| YTD | +47.4% | +89.2% | -41.8% | +10.5% |
| 1Y | +52.4% | +104.7% | -52.3% | +9.9% |
| 3Y | +20.8% | +478.1% | -457.3% | -43.4% |
| 5Y | +191.7% | +726.2% | -534.5% | +14.7% |
| 10Y | +325.1% | +1,060.6% | -735.5% | +23.4% |
| All | +325.1% | +1,059.7% | -734.6% | +23.4% |
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