-16.1%
ONDS vs CLS
+2,881.9%
-2,898.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.4% | +2.4% | -0.4% |
| 7D | -3.3% | +16.3% | -19.6% | -10.3% |
| 30D | -16.0% | -25.7% | +9.7% | -3.5% |
| 3M | -42.1% | -30.9% | -11.2% | -32.4% |
| 6M | -41.8% | -35.5% | -6.3% | -31.4% |
| YTD | -47.1% | -18.7% | -28.4% | -45.9% |
| 1Y | -21.3% | -17.9% | -3.4% | -19.7% |
| 3Y | +695.1% | +838.1% | -143.0% | +77.4% |
| 5Y | -50.0% | +1,971.9% | -2,021.9% | -93.3% |
| All | -16.1% | +2,881.9% | -2,898.0% | -90.1% |
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