-5.1%
COF vs ONON
+8.5%
-13.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -7.0% | -2.3% |
| 7D | +0.7% | +20.9% | -20.2% | -3.1% |
| 30D | +5.7% | +21.1% | -15.4% | +1.5% |
| 3M | -6.7% | +2.7% | -9.4% | -7.9% |
| 6M | +9.5% | +12.6% | -3.1% | +5.1% |
| YTD | -13.9% | -16.9% | +3.0% | -11.4% |
| 1Y | -5.1% | +6.7% | -11.7% | -4.8% |
| All | -5.1% | +8.5% | -13.5% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 1y: compounded portfolio wealth divided by compounded ONON 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…
1y analysis · Full analysis span regression · 6 months rolling