+94.7%
COF vs ONTO
+51.5%
+43.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +1.2% |
| 7D | -3.4% | +17.5% | -20.9% | -5.9% |
| 30D | +0.4% | -15.7% | +16.0% | +2.3% |
| 3M | -12.5% | -39.7% | +27.2% | -6.5% |
| 6M | +8.3% | -26.5% | +34.8% | +9.0% |
| YTD | -18.6% | +29.0% | -47.6% | -28.2% |
| 1Y | -8.6% | +57.0% | -65.6% | -22.9% |
| 3Y | +94.7% | +50.0% | +44.7% | +54.1% |
| All | +94.7% | +51.5% | +43.2% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling