+4,492.0%
COP vs FISV
+11,002.6%
-6,510.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +17.5% | -2.1% | +19.5% | +17.7% |
| 3M | +13.4% | -5.7% | +19.1% | +14.2% |
| 6M | +17.7% | -15.3% | +33.1% | +21.0% |
| YTD | +46.6% | -21.1% | +67.7% | +52.5% |
| 1Y | +44.6% | -61.1% | +105.7% | +70.8% |
| 3Y | +20.7% | -56.8% | +77.5% | +35.5% |
| 5Y | +185.0% | -54.2% | +239.2% | +211.3% |
| 10Y | +347.0% | +1.6% | +345.4% | +315.6% |
| All | +4,492.0% | +11,002.6% | -6,510.6% | +2,374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling