-5.2%
ONDS vs CME
+76.2%
-81.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.4% |
| 7D | -4.2% | -0.6% | -3.6% | -4.3% |
| 30D | -21.7% | +4.7% | -26.4% | -21.3% |
| 3M | -24.5% | +7.8% | -32.3% | -23.7% |
| 6M | -25.0% | -11.0% | -14.0% | -24.3% |
| YTD | -25.3% | +4.0% | -29.3% | -24.4% |
| 1Y | +33.8% | +9.1% | +24.6% | +36.0% |
| 3Y | +699.3% | +52.3% | +647.1% | +647.7% |
| 5Y | -5.2% | +76.1% | -81.3% | -15.8% |
| All | -5.2% | +76.2% | -81.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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