-1.5%
COF vs ONTO
+162.8%
-164.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.9% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | -0.6% | -2.9% | +2.3% | -0.8% |
| 3M | +20.3% | -2.5% | +22.7% | +17.8% |
| 6M | +13.0% | +28.2% | -15.2% | +4.4% |
| YTD | -8.3% | +69.8% | -78.1% | -18.9% |
| 1Y | -1.5% | +162.9% | -164.3% | -16.7% |
| All | -1.5% | +162.8% | -164.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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