+17.9%
ONDS vs CTAS
+132.2%
-114.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -5.0% | -1.3% | -3.7% | -4.3% |
| 30D | -25.6% | -3.1% | -22.5% | -24.3% |
| 3M | -22.1% | +10.3% | -32.4% | -28.4% |
| 6M | -27.6% | +1.6% | -29.2% | -30.0% |
| YTD | -25.7% | +6.3% | -32.0% | -31.1% |
| 1Y | +30.4% | -0.5% | +30.9% | +26.7% |
| 3Y | +695.0% | +64.6% | +630.4% | +413.3% |
| 5Y | -2.2% | +106.0% | -108.2% | -45.9% |
| All | +17.9% | +132.2% | -114.3% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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