+47.6%
ON vs COF
-4.4%
+52.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.4% |
| 7D | -5.8% | +0.7% | -6.5% | -6.1% |
| 30D | -17.1% | +5.7% | -22.8% | -19.1% |
| 3M | -11.8% | -6.7% | -5.1% | -9.3% |
| 6M | -30.2% | +9.5% | -39.7% | -33.4% |
| YTD | +31.6% | -13.9% | +45.4% | +40.0% |
| 1Y | +47.6% | -5.1% | +52.6% | +42.5% |
| All | +47.6% | -4.4% | +52.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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