+186.4%
COP vs FIS
-62.1%
+248.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +3.0% | +1.1% | +1.9% | +2.8% |
| 30D | +17.5% | -2.2% | +19.7% | +17.7% |
| 3M | +13.4% | +2.1% | +11.2% | +12.7% |
| 6M | +17.7% | -14.7% | +32.4% | +20.1% |
| YTD | +46.6% | -35.7% | +82.3% | +56.5% |
| 1Y | +44.6% | -37.1% | +81.7% | +54.8% |
| 3Y | +20.7% | -20.0% | +40.7% | +23.3% |
| All | +186.4% | -62.1% | +248.5% | +232.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling