-1.6%
ONDS vs CLS
+3,652.5%
-3,654.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.8% |
| 7D | -4.2% | +20.1% | -24.3% | -12.6% |
| 30D | -21.7% | +6.0% | -27.7% | -25.0% |
| 3M | -24.5% | -10.3% | -14.2% | -22.5% |
| 6M | -25.0% | +24.5% | -49.5% | -35.7% |
| YTD | -25.3% | +12.9% | -38.2% | -33.7% |
| 1Y | +33.8% | +36.7% | -2.9% | +3.6% |
| 3Y | +699.3% | +1,328.1% | -628.7% | +50.0% |
| All | -1.6% | +3,652.5% | -3,654.2% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling