+15.3%
COF vs FISV
-13.8%
+29.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | -0.7% |
| 7D | -5.1% | -2.7% | -2.5% | -4.6% |
| 30D | -6.0% | 0.0% | -6.1% | -6.1% |
| 3M | +14.8% | -2.8% | +17.6% | +14.5% |
| 6M | +15.3% | -11.8% | +27.2% | +17.0% |
| All | +15.3% | -13.8% | +29.1% | +17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling