+18.5%
ONDS vs CMG
+37.4%
-18.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -2.8% |
| 7D | -4.2% | -6.5% | +2.3% | -0.3% |
| 30D | -21.7% | +12.1% | -33.8% | -27.3% |
| 3M | -24.5% | +20.6% | -45.0% | -35.3% |
| 6M | -25.0% | +2.1% | -27.1% | -29.2% |
| YTD | -25.3% | -2.6% | -22.7% | -26.9% |
| 1Y | +33.8% | -8.7% | +42.5% | +35.6% |
| 3Y | +699.3% | -7.4% | +706.7% | +607.6% |
| 5Y | -5.2% | -5.7% | +0.5% | -25.1% |
| All | +18.5% | +37.4% | -18.9% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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