-5.7%
COF vs FIS
-40.5%
+34.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -7.9% | +2.8% | -2.4% |
| 30D | -6.0% | -8.0% | +1.9% | -3.4% |
| 3M | +14.8% | +0.6% | +14.2% | +13.7% |
| 6M | +15.3% | -22.2% | +37.5% | +26.5% |
| YTD | -13.0% | -40.8% | +27.7% | +8.9% |
| 1Y | -5.7% | -41.5% | +35.8% | +18.9% |
| All | -5.7% | -40.5% | +34.8% | +18.9% |
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