-65.0%
FIS vs COPX
+163.4%
-228.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -7.9% | -2.3% | -5.6% | -7.7% |
| 30D | -8.0% | +0.3% | -8.2% | -8.3% |
| 3M | +0.6% | +6.8% | -6.2% | -1.2% |
| 6M | -22.2% | +7.9% | -30.2% | -24.4% |
| YTD | -40.8% | +23.7% | -64.5% | -45.3% |
| 1Y | -41.5% | +71.5% | -113.1% | -50.9% |
| 3Y | -25.5% | +149.1% | -174.6% | -46.4% |
| All | -65.0% | +163.4% | -228.4% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling