+23.9%
ONDS vs CLBK
+73.8%
-49.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | +8.2% | +1.1% | +7.1% | +7.6% |
| 30D | -16.4% | +7.8% | -24.1% | -20.0% |
| 3M | -26.0% | +23.9% | -49.9% | -35.4% |
| 6M | -22.5% | +42.3% | -64.8% | -37.8% |
| YTD | -21.9% | +65.4% | -87.3% | -43.6% |
| 1Y | +25.7% | +70.3% | -44.6% | -10.9% |
| 3Y | +735.5% | +54.5% | +681.1% | +525.6% |
| 5Y | -0.1% | +43.1% | -43.2% | -28.2% |
| All | +23.9% | +73.8% | -49.9% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 all: compounded portfolio wealth divided by compounded CLBK 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…
all analysis · Full analysis span regression · 6 months rolling