+35.7%
COF vs FIS
-71.2%
+107.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.9% |
| 7D | -3.4% | +2.8% | -6.2% | -4.6% |
| 30D | +0.4% | -16.7% | +17.1% | +5.3% |
| 3M | -12.5% | -32.3% | +19.8% | +0.1% |
| 6M | +8.3% | -29.1% | +37.4% | +20.6% |
| YTD | -18.6% | -54.1% | +35.6% | +9.6% |
| 1Y | -8.6% | -53.7% | +45.1% | +22.5% |
| 3Y | +94.7% | -38.8% | +133.5% | +125.9% |
| All | +35.7% | -71.2% | +107.0% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling