+265.8%
FISV vs COPX
+179.8%
+86.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +2.3% |
| 7D | -7.2% | -2.9% | -4.3% | -6.7% |
| 30D | -7.2% | 0.0% | -7.2% | -7.5% |
| 3M | -8.2% | +14.8% | -23.0% | -12.5% |
| 6M | -17.7% | +7.0% | -24.7% | -21.1% |
| YTD | -27.2% | +23.8% | -51.0% | -33.8% |
| 1Y | -63.0% | +75.7% | -138.7% | -69.8% |
| 3Y | -59.8% | +156.4% | -216.2% | -71.7% |
| 5Y | -55.8% | +167.6% | -223.4% | -70.1% |
| 10Y | -2.4% | +569.1% | -571.5% | -54.3% |
| All | +265.8% | +179.8% | +86.0% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling