+1,111.0%
ONDS vs CMS
+37.9%
+1,073.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +12.0% |
| 7D | +3.8% | -0.9% | +4.7% | +3.7% |
| 30D | -11.3% | +7.1% | -18.4% | -10.5% |
| 3M | -34.5% | -1.3% | -33.2% | -34.3% |
| 6M | -34.1% | -2.7% | -31.4% | -34.3% |
| YTD | -38.8% | +2.6% | -41.5% | -39.4% |
| 1Y | +2.8% | -2.0% | +4.8% | +2.6% |
| 3Y | +1,111.0% | +39.6% | +1,071.3% | +951.9% |
| All | +1,111.0% | +37.9% | +1,073.0% | +951.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling