+43.1%
COF vs ONON
-22.6%
+65.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.1% |
| 7D | -5.1% | -2.1% | -3.1% | -4.7% |
| 30D | -6.0% | -11.6% | +5.6% | -3.5% |
| 3M | +14.8% | -30.1% | +44.9% | +23.1% |
| 6M | +15.3% | -30.5% | +45.8% | +23.1% |
| YTD | -13.0% | -41.0% | +28.0% | -3.8% |
| 1Y | -5.7% | -36.7% | +31.0% | +2.1% |
| 3Y | +118.1% | -8.6% | +126.7% | +112.1% |
| All | +43.1% | -22.6% | +65.7% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling