+146.5%
COF vs ONTO
+696.1%
-549.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -0.8% |
| 7D | -5.1% | +4.9% | -10.1% | -6.7% |
| 30D | -6.0% | -16.6% | +10.6% | -1.4% |
| 3M | +14.8% | -7.3% | +22.2% | +12.2% |
| 6M | +15.3% | +45.9% | -30.6% | -5.8% |
| YTD | -13.0% | +78.2% | -91.2% | -34.7% |
| 1Y | -5.7% | +159.8% | -165.5% | -39.4% |
| 3Y | +118.1% | +123.4% | -5.3% | +23.8% |
| 5Y | +46.2% | +265.8% | -219.6% | -41.5% |
| All | +146.5% | +696.1% | -549.6% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling