+35.7%
COF vs ONTO
+124.4%
-88.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +1.4% |
| 7D | -3.4% | +17.5% | -20.9% | -6.8% |
| 30D | +0.4% | -15.7% | +16.0% | +2.9% |
| 3M | -12.5% | -39.7% | +27.2% | -4.5% |
| 6M | +8.3% | -26.5% | +34.8% | +9.2% |
| YTD | -18.6% | +29.0% | -47.6% | -30.6% |
| 1Y | -8.6% | +57.0% | -65.6% | -26.2% |
| 3Y | +94.7% | +50.0% | +44.7% | +38.8% |
| All | +35.7% | +124.4% | -88.6% | -24.9% |
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