-16.1%
ONDS vs CG
+64.1%
-80.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.8% |
| 7D | -3.3% | +0.2% | -3.5% | -3.0% |
| 30D | -16.0% | +11.2% | -27.1% | -22.6% |
| 3M | -42.1% | -22.1% | -20.0% | -30.3% |
| 6M | -41.8% | -17.9% | -23.8% | -32.8% |
| YTD | -47.1% | -31.3% | -15.8% | -30.6% |
| 1Y | -21.3% | -24.0% | +2.6% | -3.9% |
| 3Y | +695.1% | +45.0% | +650.1% | +515.3% |
| 5Y | -50.0% | -22.6% | -27.4% | -46.2% |
| All | -16.1% | +64.1% | -80.2% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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