-2.9%
ONDS vs CSGP
-64.2%
+61.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.6% | +11.0% |
| 7D | +3.8% | -1.8% | +5.6% | +4.2% |
| 30D | -11.3% | +5.3% | -16.6% | -16.0% |
| 3M | -34.5% | +3.3% | -37.8% | -38.7% |
| 6M | -34.1% | -4.7% | -29.4% | -37.5% |
| YTD | -38.8% | -53.5% | +14.7% | -12.7% |
| 1Y | +2.8% | -53.7% | +56.5% | +47.3% |
| 3Y | +1,111.0% | -59.7% | +1,170.7% | +1,715.8% |
| 5Y | -33.7% | -62.5% | +28.8% | -4.7% |
| All | -2.9% | -64.2% | +61.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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