-44.8%
ONDS vs CFG
+66.4%
-111.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.1% |
| 3M | -41.2% | -9.7% | -31.5% | -36.0% |
| 6M | -39.2% | +6.7% | -45.9% | -42.8% |
| YTD | -41.3% | +15.2% | -56.5% | -48.4% |
| 1Y | -1.2% | +28.8% | -30.0% | -21.1% |
| 3Y | +847.1% | +190.1% | +657.0% | +288.2% |
| 5Y | -44.8% | +63.4% | -108.2% | -66.7% |
| All | -44.8% | +66.4% | -111.2% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling