+440.0%
COP vs LYB
+633.9%
-193.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.5% | -3.1% | +2.6% | +1.2% |
| 30D | +11.7% | +4.0% | +7.7% | +9.3% |
| 3M | +17.7% | +2.4% | +15.3% | +16.0% |
| 6M | +18.3% | -1.4% | +19.8% | +17.5% |
| YTD | +49.1% | +53.9% | -4.9% | +15.2% |
| 1Y | +53.3% | +26.1% | +27.2% | +30.5% |
| 3Y | +22.2% | -21.0% | +43.2% | +31.1% |
| 5Y | +193.3% | -0.7% | +194.1% | +175.1% |
| 10Y | +340.2% | +49.3% | +291.0% | +225.7% |
| All | +440.0% | +633.9% | -193.9% | +120.4% |
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