+2.0%
FISV vs COPX
+583.8%
-581.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -2.7% | -2.3% | -0.3% | -2.3% |
| 30D | 0.0% | +0.3% | -0.2% | -0.3% |
| 3M | -2.8% | +6.8% | -9.6% | -5.4% |
| 6M | -11.8% | +7.9% | -19.8% | -15.5% |
| YTD | -23.2% | +23.7% | -46.9% | -30.3% |
| 1Y | -62.0% | +71.5% | -133.5% | -69.0% |
| 3Y | -57.6% | +149.1% | -206.7% | -70.4% |
| 5Y | -53.4% | +167.3% | -220.7% | -69.2% |
| All | +2.0% | +583.8% | -581.8% | -58.2% |
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