-40.6%
FIS vs COPX
+583.8%
-624.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -7.9% | -2.3% | -5.6% | -7.5% |
| 30D | -8.0% | +0.3% | -8.2% | -8.4% |
| 3M | +0.6% | +6.8% | -6.2% | -2.2% |
| 6M | -22.2% | +7.9% | -30.2% | -25.7% |
| YTD | -40.8% | +23.7% | -64.5% | -46.7% |
| 1Y | -41.5% | +71.5% | -113.1% | -53.0% |
| 3Y | -25.5% | +149.1% | -174.6% | -49.1% |
| 5Y | -64.8% | +167.3% | -232.1% | -77.2% |
| All | -40.6% | +583.8% | -624.4% | -75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling