-22.2%
ON vs COF
+116.3%
-138.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.2% |
| 7D | +2.4% | -5.1% | +7.5% | +5.7% |
| 30D | -8.6% | -6.0% | -2.6% | -5.2% |
| 3M | -34.3% | +14.8% | -49.2% | -40.0% |
| 6M | +28.5% | +15.3% | +13.2% | +16.4% |
| YTD | +40.6% | -13.0% | +53.7% | +50.8% |
| 1Y | +55.3% | -5.7% | +61.0% | +56.9% |
| 3Y | -22.2% | +118.1% | -140.3% | -44.2% |
| All | -22.2% | +116.3% | -138.5% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling