+242.0%
COF vs LYB
+48.3%
+193.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | -5.1% | +0.3% | -5.4% | -5.3% |
| 30D | -6.0% | +2.5% | -8.5% | -7.7% |
| 3M | +14.8% | +1.4% | +13.4% | +12.2% |
| 6M | +15.3% | -3.5% | +18.8% | +10.5% |
| YTD | -13.0% | +52.0% | -65.0% | -38.4% |
| 1Y | -5.7% | +22.1% | -27.8% | -24.4% |
| 3Y | +118.1% | -22.8% | +140.9% | +128.5% |
| 5Y | +46.2% | -3.4% | +49.6% | +30.3% |
| All | +242.0% | +48.3% | +193.7% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling