+23.9%
ONDS vs CLS
+3,775.3%
-3,751.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -3.5% | +4.6% | -8.1% | -6.2% |
| 30D | -14.1% | -13.9% | -0.2% | -9.4% |
| 3M | -36.3% | -26.6% | -9.8% | -27.8% |
| 6M | -27.5% | +15.4% | -42.9% | -35.7% |
| YTD | -21.9% | +5.7% | -27.6% | -28.6% |
| 1Y | +43.0% | +41.1% | +1.8% | +8.3% |
| 3Y | +697.1% | +1,228.6% | -531.5% | +52.3% |
| 5Y | -1.2% | +3,240.6% | -3,241.8% | -89.2% |
| All | +23.9% | +3,775.3% | -3,751.4% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling