-35.8%
ONDS vs CPNG
-76.9%
+41.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -5.0% | -5.4% | +0.4% | -2.5% |
| 30D | -25.6% | -11.1% | -14.5% | -21.6% |
| 3M | -22.1% | -3.0% | -19.2% | -22.0% |
| 6M | -27.6% | -23.5% | -4.1% | -19.4% |
| YTD | -25.7% | -37.8% | +12.1% | -9.3% |
| 1Y | +30.4% | -54.3% | +84.7% | +83.9% |
| 3Y | +695.0% | -20.8% | +715.7% | +769.8% |
| 5Y | -2.2% | -51.1% | +48.9% | +8.2% |
| All | -35.8% | -76.9% | +41.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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