+336.7%
COP vs FISV
+26.5%
+310.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.4% |
| 7D | +4.4% | +1.4% | +3.0% | +3.9% |
| 30D | 0.0% | +38.4% | -38.5% | -10.5% |
| 3M | +15.0% | +14.9% | +0.1% | +9.0% |
| 6M | +22.0% | +21.8% | +0.2% | +12.2% |
| YTD | +55.3% | -5.0% | +60.4% | +53.8% |
| 1Y | +64.1% | -1.2% | +65.3% | +60.0% |
| 3Y | +34.1% | -47.5% | +81.6% | +38.4% |
| 5Y | +133.4% | -36.7% | +170.1% | +106.2% |
| All | +336.7% | +26.5% | +310.2% | +277.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling