+642.3%
LYB vs COO
+556.8%
+85.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.2% | +6.1% | +2.6% |
| 7D | -3.1% | -9.0% | +5.9% | +0.8% |
| 30D | +4.0% | -16.8% | +20.9% | +12.7% |
| 3M | +2.4% | -7.5% | +9.9% | +5.1% |
| 6M | -1.4% | -16.3% | +14.8% | +4.6% |
| YTD | +53.9% | -22.5% | +76.5% | +69.1% |
| 1Y | +26.1% | -7.0% | +33.1% | +26.4% |
| 3Y | -21.0% | -27.5% | +6.4% | -14.4% |
| 5Y | -0.7% | -43.3% | +42.6% | +18.7% |
| 10Y | +49.3% | +37.6% | +11.7% | +12.5% |
| All | +642.3% | +556.8% | +85.5% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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