+735.5%
ONDS vs CFG
+193.0%
+542.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +1.0% |
| 7D | +8.2% | +2.7% | +5.6% | +5.9% |
| 30D | -16.4% | -3.7% | -12.7% | -13.5% |
| 3M | -26.0% | +9.5% | -35.5% | -32.0% |
| 6M | -22.5% | +22.2% | -44.7% | -35.2% |
| YTD | -21.9% | +22.3% | -44.3% | -35.2% |
| 1Y | +25.7% | +39.4% | -13.7% | -6.0% |
| 3Y | +735.5% | +188.5% | +547.0% | +207.2% |
| All | +735.5% | +193.0% | +542.5% | +207.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling