-5.4%
COF vs LYB
+50.3%
-55.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -1.6% |
| 7D | +0.7% | -6.2% | +6.9% | +0.1% |
| 30D | +5.7% | +6.3% | -0.6% | +6.4% |
| 3M | -6.7% | +4.1% | -10.8% | -6.3% |
| 6M | +9.5% | -15.5% | +25.0% | +9.1% |
| YTD | -13.9% | +50.2% | -64.1% | -23.9% |
| All | -5.4% | +50.3% | -55.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling