-13.5%
ONDS vs CTSH
-11.4%
-2.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.1% | -6.1% | -6.8% |
| 7D | +17.7% | -4.2% | +21.9% | +19.1% |
| 30D | -20.7% | +3.9% | -24.7% | -23.2% |
| 3M | -45.5% | +10.2% | -55.7% | -49.0% |
| 6M | -41.2% | +35.3% | -76.4% | -52.0% |
| YTD | -45.5% | -21.8% | -23.7% | -38.6% |
| 1Y | -3.4% | -12.1% | +8.7% | -0.8% |
| 3Y | +779.3% | +2.0% | +777.3% | +700.9% |
| 5Y | -48.5% | -15.3% | -33.2% | -45.2% |
| All | -13.5% | -11.4% | -2.1% | -4.2% |
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