+23.9%
ONDS vs CFG
+154.9%
-131.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -3.5% | +1.5% | -5.1% | -4.5% |
| 30D | -14.1% | -3.8% | -10.3% | -11.3% |
| 3M | -36.3% | +11.5% | -47.8% | -41.8% |
| 6M | -27.5% | +19.2% | -46.7% | -36.9% |
| YTD | -21.9% | +23.7% | -45.6% | -34.3% |
| 1Y | +43.0% | +38.8% | +4.1% | +11.1% |
| 3Y | +697.1% | +178.9% | +518.2% | +270.0% |
| 5Y | -1.2% | +101.8% | -103.0% | -44.5% |
| All | +23.9% | +154.9% | -131.0% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling