-1.5%
COF vs FIS
-37.2%
+35.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.4% |
| 30D | -0.6% | -2.2% | +1.7% | +0.1% |
| 3M | +20.3% | +2.1% | +18.2% | +18.7% |
| 6M | +13.0% | -14.7% | +27.7% | +19.5% |
| YTD | -8.3% | -35.7% | +27.4% | +10.4% |
| 1Y | -1.5% | -37.1% | +35.6% | +19.1% |
| All | -1.5% | -37.2% | +35.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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