+17.9%
ONDS vs CLS
+3,935.0%
-3,917.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.7% |
| 7D | -5.0% | +5.0% | -9.9% | -7.3% |
| 30D | -25.6% | +4.8% | -30.3% | -28.3% |
| 3M | -22.1% | -10.4% | -11.7% | -20.1% |
| 6M | -27.6% | +20.8% | -48.4% | -37.2% |
| YTD | -25.7% | +10.0% | -35.7% | -33.5% |
| 1Y | +30.4% | +28.5% | +1.9% | +3.6% |
| 3Y | +695.0% | +1,292.2% | -597.3% | +48.2% |
| 5Y | -2.2% | +3,616.8% | -3,619.0% | -90.0% |
| All | +17.9% | +3,935.0% | -3,917.1% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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