+3,311.3%
COP vs FLEX
+5,341.7%
-2,030.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.0% | -13.3% | -3.0% |
| 7D | -8.4% | -7.2% | -1.3% | -7.8% |
| 30D | +0.3% | -34.8% | +35.0% | +5.5% |
| 3M | +15.1% | -35.6% | +50.7% | +20.8% |
| 6M | +19.8% | -45.0% | +64.8% | +26.9% |
| YTD | +46.8% | +29.4% | +17.4% | +33.8% |
| 1Y | +59.7% | +24.8% | +35.0% | +46.0% |
| 3Y | +28.7% | +304.4% | -275.7% | -3.3% |
| 5Y | +110.7% | +484.1% | -373.4% | +48.2% |
| 10Y | +298.3% | +640.4% | -342.1% | +161.4% |
| All | +3,311.3% | +5,341.7% | -2,030.4% | +1,834.9% |
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 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