-3.3%
ONDS vs CRS
+1,380.1%
-1,383.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | -5.0% | -4.1% | -0.9% | -3.3% |
| 30D | -25.6% | -16.6% | -9.0% | -19.4% |
| 3M | -22.1% | -14.3% | -7.9% | -16.4% |
| 6M | -27.6% | +11.6% | -39.2% | -31.1% |
| YTD | -25.7% | +42.6% | -68.3% | -37.0% |
| 1Y | +30.4% | +81.8% | -51.4% | -1.5% |
| 3Y | +695.0% | +632.1% | +62.9% | +206.8% |
| All | -3.3% | +1,380.1% | -1,383.4% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling