-5.2%
ONDS vs CTAS
+110.0%
-115.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | -4.2% | +1.0% | -5.2% | -4.7% |
| 30D | -21.7% | -1.1% | -20.6% | -21.3% |
| 3M | -24.5% | +11.5% | -36.0% | -31.3% |
| 6M | -25.0% | +0.2% | -25.2% | -26.8% |
| YTD | -25.3% | +7.2% | -32.5% | -31.4% |
| 1Y | +33.8% | 0.0% | +33.8% | +29.6% |
| 3Y | +699.3% | +65.9% | +633.4% | +380.4% |
| 5Y | -5.2% | +109.6% | -114.8% | -48.9% |
| All | -5.2% | +110.0% | -115.2% | -48.9% |
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