+57.2%
COP vs FIS
-54.5%
+111.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.2% |
| 7D | -8.4% | -29.4% | +21.0% | -6.6% |
| 30D | +0.3% | -16.7% | +17.0% | +2.4% |
| 3M | +15.1% | -33.0% | +48.1% | +16.5% |
| 6M | +19.8% | -33.3% | +53.1% | +21.7% |
| YTD | +46.8% | -56.0% | +102.8% | +53.1% |
| All | +57.2% | -54.5% | +111.7% | +64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling