-33.7%
ONDS vs CLF
-47.4%
+13.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.0% | +4.9% | +9.5% |
| 7D | +3.8% | -14.1% | +17.9% | +10.0% |
| 30D | -11.3% | -5.5% | -5.7% | -9.4% |
| 3M | -34.5% | 0.0% | -34.5% | -34.8% |
| 6M | -34.1% | +11.3% | -45.4% | -36.9% |
| YTD | -38.8% | -7.7% | -31.2% | -39.1% |
| 1Y | +2.8% | +17.5% | -14.8% | -5.5% |
| 3Y | +1,111.0% | -25.4% | +1,136.4% | +1,064.5% |
| 5Y | -33.7% | -46.0% | +12.3% | -33.5% |
| All | -33.7% | -47.4% | +13.8% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling