+9.5%
CRM vs ONDS
+21.8%
-12.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -8.1% | -5.0% | -3.1% | -7.8% |
| 30D | +23.1% | -25.6% | +48.6% | +24.9% |
| 3M | +42.5% | -22.1% | +64.7% | +43.8% |
| 6M | +25.3% | -27.6% | +52.9% | +26.1% |
| YTD | -7.8% | -25.7% | +17.9% | -8.1% |
| 1Y | +1.0% | +30.4% | -29.4% | -4.6% |
| 3Y | +10.0% | +695.0% | -685.0% | -20.5% |
| 5Y | -3.9% | -2.2% | -1.7% | -15.0% |
| All | +9.5% | +21.8% | -12.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 all: compounded portfolio wealth divided by compounded ONDS 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…
all analysis · Full analysis span regression · 6 months rolling