+3,306.0%
COP vs FLEX
+7,523.3%
-4,217.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | +17.5% | -10.1% | +27.6% | +19.0% |
| 3M | +13.4% | -31.3% | +44.7% | +18.2% |
| 6M | +17.7% | +71.3% | -53.5% | +4.8% |
| YTD | +46.6% | +81.2% | -34.7% | +28.9% |
| 1Y | +44.6% | +98.5% | -53.9% | +24.8% |
| 3Y | +20.7% | +428.2% | -407.6% | -11.8% |
| 5Y | +185.0% | +657.3% | -472.2% | +95.4% |
| 10Y | +347.0% | +995.9% | -648.9% | +181.3% |
| All | +3,306.0% | +7,523.3% | -4,217.4% | +1,763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling