+17.9%
ONDS vs CPRT
+7.0%
+10.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +2.0% |
| 7D | -5.0% | -8.4% | +3.4% | +0.5% |
| 30D | -25.6% | +4.6% | -30.2% | -28.5% |
| 3M | -22.1% | -1.9% | -20.2% | -23.4% |
| 6M | -27.6% | -15.3% | -12.3% | -21.1% |
| YTD | -25.7% | -21.5% | -4.3% | -15.5% |
| 1Y | +30.4% | -36.6% | +67.0% | +76.6% |
| 3Y | +695.0% | -31.2% | +726.1% | +902.7% |
| 5Y | -2.2% | -14.1% | +12.0% | -2.8% |
| All | +17.9% | +7.0% | +10.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CPRT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling