+298.3%
COP vs FIS
-54.6%
+352.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -0.8% |
| 7D | -8.4% | -29.4% | +21.0% | +2.5% |
| 30D | +0.3% | -16.7% | +17.0% | +5.4% |
| 3M | +15.1% | -33.0% | +48.1% | +30.3% |
| 6M | +19.8% | -33.3% | +53.1% | +34.8% |
| YTD | +46.8% | -56.0% | +102.8% | +92.8% |
| 1Y | +59.7% | -54.6% | +114.3% | +106.8% |
| 3Y | +28.7% | -40.6% | +69.3% | +43.0% |
| 5Y | +110.7% | -71.9% | +182.6% | +218.1% |
| 10Y | +298.3% | -55.3% | +353.6% | +481.7% |
| All | +298.3% | -54.6% | +352.9% | +481.7% |
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