+5,523.6%
COF vs LNG
+4,071.9%
+1,451.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -6.1% | -4.5% | -1.6% | -5.8% |
| 30D | -5.2% | +4.7% | -9.8% | -5.5% |
| 3M | +17.0% | +15.1% | +1.9% | +15.8% |
| 6M | +12.9% | +13.6% | -0.7% | +11.6% |
| YTD | -13.5% | +44.0% | -57.5% | -15.9% |
| 1Y | -5.9% | +18.4% | -24.2% | -7.2% |
| 3Y | +117.1% | +75.9% | +41.3% | +108.2% |
| 5Y | +45.4% | +231.7% | -186.3% | +33.4% |
| 10Y | +244.1% | +549.0% | -304.9% | +202.8% |
| All | +5,523.6% | +4,071.9% | +1,451.7% | +3,807.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling