+17.9%
ONDS vs CRS
+1,665.6%
-1,647.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | -5.0% | -4.1% | -0.9% | -3.2% |
| 30D | -25.6% | -16.6% | -9.0% | -19.2% |
| 3M | -22.1% | -14.3% | -7.9% | -16.2% |
| 6M | -27.6% | +11.6% | -39.2% | -31.4% |
| YTD | -25.7% | +42.6% | -68.3% | -37.6% |
| 1Y | +30.4% | +81.8% | -51.4% | -3.0% |
| 3Y | +695.0% | +632.1% | +62.9% | +190.6% |
| 5Y | -2.2% | +1,401.6% | -1,403.8% | -76.3% |
| All | +17.9% | +1,665.6% | -1,647.7% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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