+43.1%
COF vs LNG
+228.1%
-185.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -4.7% | -0.5% | -4.1% |
| 30D | -6.0% | +3.8% | -9.8% | -6.9% |
| 3M | +14.8% | +16.2% | -1.3% | +10.1% |
| 6M | +15.3% | +11.7% | +3.6% | +10.6% |
| YTD | -13.0% | +44.2% | -57.3% | -23.1% |
| 1Y | -5.7% | +18.6% | -24.3% | -11.5% |
| 3Y | +118.1% | +77.4% | +40.7% | +80.6% |
| All | +43.1% | +228.1% | -185.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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