+17.9%
ONDS vs CTSH
-18.9%
+36.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -5.0% | -9.8% | +4.8% | -0.7% |
| 30D | -25.6% | +0.1% | -25.7% | -25.8% |
| 3M | -22.1% | +13.2% | -35.4% | -28.4% |
| 6M | -27.6% | -6.2% | -21.4% | -25.7% |
| YTD | -25.7% | -28.5% | +2.7% | -11.2% |
| 1Y | +30.4% | -13.8% | +44.2% | +35.1% |
| 3Y | +695.0% | -13.7% | +708.7% | +722.9% |
| 5Y | -2.2% | -16.7% | +14.5% | +5.4% |
| All | +17.9% | -18.9% | +36.8% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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