+104.4%
COST vs FIS
-66.7%
+171.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.3% |
| 7D | -2.8% | -9.1% | +6.3% | -1.4% |
| 30D | -5.3% | -10.4% | +5.2% | -3.7% |
| 3M | -6.7% | -3.7% | -3.0% | -6.3% |
| 6M | -9.9% | -24.8% | +14.8% | -6.2% |
| YTD | +5.1% | -41.6% | +46.7% | +14.0% |
| 1Y | -7.3% | -42.7% | +35.5% | +0.8% |
| 3Y | +70.4% | -26.2% | +96.6% | +76.1% |
| 5Y | +104.4% | -66.1% | +170.5% | +135.2% |
| All | +104.4% | -66.7% | +171.1% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling