+62.2%
COP vs FIS
-55.3%
+117.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.7% | +2.0% |
| 7D | +3.4% | -3.5% | +6.9% | +3.6% |
| 30D | -0.6% | -19.4% | +18.8% | +1.3% |
| 3M | +10.8% | -31.6% | +42.3% | +12.0% |
| 6M | +19.6% | -32.5% | +52.2% | +21.3% |
| YTD | +52.9% | -56.0% | +108.9% | +57.4% |
| 1Y | +62.2% | -55.5% | +117.7% | +67.1% |
| All | +62.2% | -55.3% | +117.5% | +67.1% |
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