+49.6%
ON vs COF
+44.1%
+5.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | 0.0% |
| 7D | -4.7% | -6.1% | +1.3% | -0.7% |
| 30D | -13.5% | -5.2% | -8.3% | -10.5% |
| 3M | -36.3% | +17.0% | -53.3% | -43.0% |
| 6M | +17.8% | +12.9% | +4.8% | +7.3% |
| YTD | +29.6% | -13.5% | +43.1% | +39.7% |
| 1Y | +45.8% | -5.9% | +51.7% | +47.3% |
| 3Y | -28.3% | +117.1% | -145.5% | -60.0% |
| 5Y | +49.6% | +45.4% | +4.3% | +4.2% |
| All | +49.6% | +44.1% | +5.5% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling