+5,523.6%
COF vs FISV
+2,835.8%
+2,687.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -6.1% | -7.2% | +1.1% | -2.6% |
| 30D | -5.2% | -7.2% | +2.0% | -1.9% |
| 3M | +17.0% | -8.2% | +25.2% | +20.3% |
| 6M | +12.9% | -17.7% | +30.6% | +21.8% |
| YTD | -13.5% | -27.2% | +13.6% | -1.3% |
| 1Y | -5.9% | -63.0% | +57.1% | +37.7% |
| 3Y | +117.1% | -59.8% | +176.9% | +190.4% |
| 5Y | +45.4% | -55.8% | +101.2% | +83.7% |
| 10Y | +244.1% | -2.4% | +246.5% | +197.3% |
| All | +5,523.6% | +2,835.8% | +2,687.8% | +1,289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling