+511.6%
COF vs LYB
+624.6%
-113.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -5.1% | +0.3% | -5.4% | -5.3% |
| 30D | -6.0% | +2.5% | -8.5% | -7.5% |
| 3M | +14.8% | +1.4% | +13.4% | +12.4% |
| 6M | +15.3% | -3.5% | +18.8% | +11.3% |
| YTD | -13.0% | +52.0% | -65.0% | -35.4% |
| 1Y | -5.7% | +22.1% | -27.8% | -22.0% |
| 3Y | +118.1% | -22.8% | +140.9% | +126.9% |
| 5Y | +46.2% | -3.4% | +49.6% | +33.8% |
| 10Y | +246.1% | +47.4% | +198.7% | +143.6% |
| All | +511.6% | +624.6% | -113.0% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling