-2.9%
ONDS vs CVE
+467.4%
-470.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +11.7% |
| 7D | +3.8% | -10.1% | +13.9% | +8.1% |
| 30D | -11.3% | -12.1% | +0.8% | -7.0% |
| 3M | -34.5% | -1.9% | -32.6% | -34.4% |
| 6M | -34.1% | -1.8% | -32.3% | -34.8% |
| YTD | -38.8% | +65.8% | -104.6% | -51.1% |
| 1Y | +2.8% | +60.8% | -58.1% | -16.8% |
| 3Y | +1,111.0% | +70.1% | +1,040.8% | +829.8% |
| 5Y | -33.7% | +134.8% | -168.4% | -56.7% |
| All | -2.9% | +467.4% | -470.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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