+45.4%
COF vs ONTO
+246.7%
-201.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.0% |
| 7D | -6.1% | +6.5% | -12.6% | -7.5% |
| 30D | -5.2% | -15.9% | +10.7% | -2.0% |
| 3M | +17.0% | -0.2% | +17.2% | +12.8% |
| 6M | +12.9% | +38.7% | -25.8% | -1.5% |
| YTD | -13.5% | +70.4% | -83.9% | -29.2% |
| 1Y | -5.9% | +153.6% | -159.5% | -31.8% |
| 3Y | +117.1% | +109.2% | +7.9% | +45.4% |
| 5Y | +45.4% | +249.7% | -204.4% | -24.6% |
| All | +45.4% | +246.7% | -201.3% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling