+1,241.4%
COP vs FIS
+229.2%
+1,012.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.4% |
| 7D | -11.5% | -25.5% | +13.9% | -3.1% |
| 30D | +5.0% | -15.1% | +20.0% | +9.6% |
| 3M | +17.5% | -32.1% | +49.6% | +32.2% |
| 6M | +16.2% | -36.1% | +52.3% | +32.3% |
| YTD | +48.8% | -55.4% | +104.2% | +91.3% |
| 1Y | +64.1% | -53.9% | +118.0% | +108.2% |
| 3Y | +25.7% | -39.8% | +65.4% | +40.6% |
| 5Y | +114.4% | -71.1% | +185.5% | +198.8% |
| 10Y | +331.7% | -53.8% | +385.5% | +417.4% |
| All | +1,241.4% | +229.2% | +1,012.2% | +823.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling