-1.5%
COF vs FISV
-61.2%
+59.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.8% | -0.3% | +2.2% | +1.9% |
| 30D | -0.6% | -2.1% | +1.5% | -0.3% |
| 3M | +20.3% | -5.7% | +26.0% | +20.9% |
| 6M | +13.0% | -15.3% | +28.4% | +14.8% |
| YTD | -8.3% | -21.1% | +12.8% | -6.5% |
| 1Y | -1.5% | -61.1% | +59.6% | +2.8% |
| All | -1.5% | -61.2% | +59.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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