+1,223.7%
COP vs FIS
+224.7%
+999.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -0.8% |
| 7D | -8.4% | -29.4% | +21.0% | +2.3% |
| 30D | +0.3% | -16.7% | +17.0% | +5.4% |
| 3M | +15.1% | -33.0% | +48.1% | +30.0% |
| 6M | +19.8% | -33.3% | +53.1% | +34.6% |
| YTD | +46.8% | -56.0% | +102.8% | +89.7% |
| 1Y | +59.7% | -54.6% | +114.3% | +103.8% |
| 3Y | +28.7% | -40.6% | +69.3% | +44.8% |
| 5Y | +110.7% | -71.9% | +182.6% | +197.1% |
| 10Y | +298.3% | -55.3% | +353.6% | +382.9% |
| All | +1,223.7% | +224.7% | +999.0% | +815.7% |
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