+1,221.7%
COP vs FIS
+374.5%
+847.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | +17.5% | -2.2% | +19.7% | +18.1% |
| 3M | +13.4% | +2.1% | +11.2% | +11.5% |
| 6M | +17.7% | -14.7% | +32.4% | +22.7% |
| YTD | +46.6% | -35.7% | +82.3% | +68.4% |
| 1Y | +44.6% | -37.1% | +81.7% | +66.8% |
| 3Y | +20.7% | -20.0% | +40.7% | +24.2% |
| 5Y | +185.0% | -62.1% | +247.2% | +268.3% |
| 10Y | +347.0% | -37.4% | +384.4% | +388.5% |
| All | +1,221.7% | +374.5% | +847.1% | +712.8% |
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