+24.5%
COP vs FISV
-60.0%
+84.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.3% |
| 7D | -0.5% | -6.4% | +5.9% | -0.2% |
| 30D | +11.7% | -6.8% | +18.5% | +12.0% |
| 3M | +17.7% | -10.0% | +27.6% | +18.1% |
| 6M | +18.3% | -20.6% | +38.9% | +19.3% |
| YTD | +49.1% | -27.6% | +76.6% | +51.0% |
| 1Y | +53.3% | -64.3% | +117.6% | +60.2% |
| All | +24.5% | -60.0% | +84.5% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling