-53.8%
ONDS vs CTAS
+115.9%
-169.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -3.3% | +2.0% | -5.3% | -4.3% |
| 30D | -16.0% | +8.7% | -24.7% | -20.7% |
| 3M | -42.1% | +13.3% | -55.4% | -46.9% |
| 6M | -41.8% | +39.4% | -81.1% | -55.3% |
| YTD | -47.1% | +21.5% | -68.6% | -55.6% |
| 1Y | -21.3% | +21.9% | -43.2% | -34.5% |
| 3Y | +695.1% | +73.6% | +621.4% | +351.6% |
| All | -53.8% | +115.9% | -169.7% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling