+376.5%
FIS vs COO
+1,115.1%
-738.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +1.1% | -2.2% | +3.3% | +1.8% |
| 30D | -2.2% | -7.0% | +4.8% | -0.1% |
| 3M | +2.1% | +12.2% | -10.1% | -1.5% |
| 6M | -14.7% | -15.1% | +0.4% | -10.7% |
| YTD | -35.7% | -15.1% | -20.6% | -32.6% |
| 1Y | -37.1% | +2.3% | -39.4% | -37.8% |
| 3Y | -20.0% | -23.7% | +3.7% | -15.6% |
| 5Y | -62.1% | -38.9% | -23.2% | -57.8% |
| 10Y | -37.4% | +49.9% | -87.3% | -45.5% |
| All | +376.5% | +1,115.1% | -738.6% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling