+52.4%
COP vs FLEX
+104.3%
-51.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +1.0% |
| 7D | -0.8% | +7.0% | -7.8% | -0.3% |
| 30D | +15.6% | -5.8% | +21.4% | +15.1% |
| 3M | +14.3% | -24.2% | +38.6% | +12.6% |
| 6M | +17.0% | +90.8% | -73.8% | +18.5% |
| YTD | +47.4% | +89.2% | -41.8% | +48.7% |
| 1Y | +52.4% | +104.7% | -52.3% | +55.4% |
| All | +52.4% | +104.3% | -51.9% | +55.4% |
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 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