-53.9%
FIS vs COO
-9.4%
-44.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -25.5% | +4.7% | -30.2% | -26.5% |
| 30D | -15.1% | +13.9% | -28.9% | -18.1% |
| 3M | -32.1% | -14.9% | -17.2% | -27.7% |
| 6M | -36.1% | +2.0% | -38.1% | -36.1% |
| YTD | -55.4% | -23.9% | -31.5% | -50.0% |
| 1Y | -53.9% | -9.6% | -44.3% | -51.4% |
| All | -53.9% | -9.4% | -44.5% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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