+60.7%
COP vs FISV
-4.0%
+64.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.2% | -11.4% | -5.1% |
| 7D | -8.1% | +29.6% | -37.8% | -8.5% |
| 30D | +6.7% | +34.5% | -27.8% | +6.0% |
| 3M | +16.9% | +11.2% | +5.6% | +17.0% |
| 6M | +11.2% | -1.2% | +12.4% | +11.7% |
| YTD | +49.5% | -7.6% | +57.1% | +55.2% |
| 1Y | +60.7% | -3.7% | +64.4% | +64.4% |
| All | +60.7% | -4.0% | +64.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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