+184.8%
COP vs LYB
-4.6%
+189.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.7% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | +8.6% | +2.5% | +6.2% | +7.1% |
| 3M | +19.9% | +1.4% | +18.5% | +18.7% |
| 6M | +19.0% | -3.5% | +22.5% | +19.4% |
| YTD | +50.0% | +52.0% | -2.0% | +15.8% |
| 1Y | +50.5% | +22.1% | +28.5% | +30.4% |
| 3Y | +25.2% | -22.8% | +48.0% | +39.8% |
| All | +184.8% | -4.6% | +189.4% | +173.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling