-9.4%
ONDS vs CMS
+37.8%
-47.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.7% |
| 7D | -3.8% | +0.5% | -4.3% | -3.8% |
| 30D | -17.2% | +7.4% | -24.7% | -17.4% |
| 3M | -40.2% | +1.9% | -42.0% | -40.2% |
| 6M | -38.5% | -2.3% | -36.2% | -38.6% |
| YTD | -42.9% | +3.0% | -45.9% | -43.5% |
| 1Y | -5.3% | -2.8% | -2.5% | -5.4% |
| 3Y | +820.7% | +37.9% | +782.7% | +752.7% |
| 5Y | -41.6% | +34.0% | -75.6% | -44.6% |
| All | -9.4% | +37.8% | -47.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling