+120.8%
COF vs FIS
-26.4%
+147.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | 0.0% |
| 7D | -2.7% | -9.1% | +6.4% | +1.2% |
| 30D | -3.4% | -10.4% | +7.1% | +0.9% |
| 3M | +15.4% | -3.7% | +19.1% | +16.4% |
| 6M | +14.4% | -24.8% | +39.2% | +27.8% |
| YTD | -12.0% | -41.6% | +29.6% | +9.9% |
| 1Y | -3.7% | -42.7% | +39.0% | +21.1% |
| All | +120.8% | -26.4% | +147.3% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling