+240.0%
COF vs FIS
-39.9%
+279.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.5% |
| 7D | -6.1% | -8.9% | +2.8% | -0.9% |
| 30D | -5.2% | -9.9% | +4.8% | +0.4% |
| 3M | +17.0% | 0.0% | +17.0% | +15.7% |
| 6M | +12.9% | -22.9% | +35.8% | +29.0% |
| YTD | -13.5% | -40.9% | +27.3% | +15.6% |
| 1Y | -5.9% | -40.4% | +34.6% | +25.0% |
| 3Y | +117.1% | -25.4% | +142.5% | +141.1% |
| 5Y | +45.4% | -64.8% | +110.2% | +154.0% |
| All | +240.0% | -39.9% | +279.9% | +396.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling