+103.8%
FIS vs COPX
+198.0%
-94.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.1% | -10.0% | -7.0% |
| 7D | -3.5% | +5.8% | -9.2% | -4.9% |
| 30D | -7.8% | +7.2% | -15.0% | -9.8% |
| 3M | +0.8% | +16.5% | -15.7% | -4.3% |
| 6M | -21.9% | +18.4% | -40.4% | -27.3% |
| YTD | -39.5% | +31.9% | -71.4% | -46.2% |
| 1Y | -41.0% | +88.5% | -129.5% | -53.2% |
| 3Y | -23.6% | +173.1% | -196.7% | -47.6% |
| 5Y | -65.6% | +193.1% | -258.7% | -77.5% |
| 10Y | -40.2% | +591.7% | -631.9% | -72.4% |
| All | +103.8% | +198.0% | -94.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded COPX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling