+17.9%
ONDS vs CGNX
-13.6%
+31.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -5.0% | +1.5% | -6.5% | -5.7% |
| 30D | -25.6% | -1.8% | -23.8% | -25.0% |
| 3M | -22.1% | +5.3% | -27.4% | -23.9% |
| 6M | -27.6% | +22.3% | -49.9% | -33.8% |
| YTD | -25.7% | +72.2% | -97.9% | -45.4% |
| 1Y | +30.4% | +39.8% | -9.4% | +7.6% |
| 3Y | +695.0% | +44.8% | +650.1% | +490.9% |
| 5Y | -2.2% | -27.0% | +24.9% | +2.5% |
| All | +17.9% | -13.6% | +31.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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