+329.9%
COP vs FIS
-55.0%
+384.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.7% | +3.8% |
| 7D | +3.4% | -3.5% | +6.9% | +4.5% |
| 30D | -0.6% | -19.4% | +18.8% | +5.5% |
| 3M | +10.8% | -31.6% | +42.3% | +24.2% |
| 6M | +19.6% | -32.5% | +52.2% | +33.8% |
| YTD | +52.9% | -56.0% | +108.9% | +100.3% |
| 1Y | +62.2% | -55.5% | +117.7% | +111.4% |
| 3Y | +32.4% | -41.3% | +73.7% | +47.5% |
| 5Y | +129.7% | -72.3% | +202.0% | +249.7% |
| All | +329.9% | -55.0% | +384.9% | +544.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling