-5.1%
COF vs FIS
-50.5%
+45.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -23.7% | +22.5% | +4.3% |
| 7D | +0.7% | -18.4% | +19.1% | +4.0% |
| 30D | +5.7% | -11.4% | +17.1% | +6.0% |
| 3M | -6.7% | -32.0% | +25.3% | +2.3% |
| 6M | +9.5% | -35.6% | +45.1% | +22.1% |
| YTD | -13.9% | -53.8% | +39.9% | +15.9% |
| 1Y | -5.1% | -51.1% | +46.0% | +23.0% |
| All | -5.1% | -50.5% | +45.5% | +23.0% |
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