-9.4%
ONDS vs CLF
+5.9%
-15.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.9% | -11.6% | -8.3% |
| 7D | -3.8% | -9.1% | +5.3% | -0.5% |
| 30D | -17.2% | -0.9% | -16.3% | -17.1% |
| 3M | -40.2% | +3.0% | -43.1% | -41.1% |
| 6M | -38.5% | +16.7% | -55.2% | -41.9% |
| YTD | -42.9% | -3.2% | -39.8% | -44.0% |
| 1Y | -5.3% | +24.6% | -29.9% | -13.8% |
| 3Y | +820.7% | -22.3% | +843.0% | +778.7% |
| 5Y | -41.6% | -41.2% | -0.4% | -41.9% |
| All | -9.4% | +5.9% | -15.4% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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