-70.8%
FIS vs COO
-40.4%
-30.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.9% |
| 7D | +2.8% | +0.5% | +2.4% | +2.6% |
| 30D | -16.7% | +14.2% | -30.9% | -21.1% |
| 3M | -32.3% | -18.2% | -14.1% | -27.8% |
| 6M | -29.1% | +5.3% | -34.4% | -31.5% |
| YTD | -54.1% | -23.6% | -30.6% | -50.0% |
| 1Y | -53.7% | -12.7% | -41.0% | -52.1% |
| 3Y | -38.8% | -24.2% | -14.7% | -36.6% |
| All | -70.8% | -40.4% | -30.4% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling