+17.9%
ONDS vs CFG
+150.7%
-132.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -5.0% | -1.7% | -3.3% | -3.7% |
| 30D | -25.6% | -4.6% | -21.0% | -22.7% |
| 3M | -22.1% | +7.9% | -30.0% | -26.9% |
| 6M | -27.6% | +19.9% | -47.4% | -37.2% |
| YTD | -25.7% | +21.7% | -47.4% | -36.7% |
| 1Y | +30.4% | +38.4% | -8.0% | +1.7% |
| 3Y | +695.0% | +187.0% | +508.0% | +262.7% |
| 5Y | -2.2% | +99.5% | -101.7% | -44.5% |
| All | +17.9% | +150.7% | -132.8% | -34.3% |
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