-6.8%
ONDS vs CFG
+137.3%
-144.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.2% |
| 7D | +8.7% | -0.8% | +9.5% | +9.9% |
| 30D | -14.1% | +3.1% | -17.2% | -15.9% |
| 3M | -41.2% | -9.7% | -31.5% | -36.3% |
| 6M | -39.2% | +6.7% | -45.9% | -42.5% |
| YTD | -41.3% | +15.2% | -56.5% | -47.8% |
| 1Y | -1.2% | +28.8% | -30.0% | -19.6% |
| 3Y | +847.1% | +190.1% | +657.0% | +324.4% |
| 5Y | -44.8% | +63.4% | -108.2% | -65.0% |
| All | -6.8% | +137.3% | -144.1% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling