+23.9%
ONDS vs CPRT
+17.3%
+6.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -3.5% | +2.2% | -5.8% | -5.0% |
| 30D | -14.1% | +16.6% | -30.7% | -23.1% |
| 3M | -36.3% | +9.6% | -45.9% | -41.9% |
| 6M | -27.5% | -11.1% | -16.4% | -23.0% |
| YTD | -21.9% | -13.9% | -8.1% | -16.3% |
| 1Y | +43.0% | -32.5% | +75.5% | +87.4% |
| 3Y | +697.1% | -25.0% | +722.1% | +852.2% |
| 5Y | -1.2% | -7.4% | +6.2% | -6.5% |
| All | +23.9% | +17.3% | +6.6% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling