-48.5%
ONDS vs CRL
-13.0%
-35.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.6% | -6.9% |
| 7D | +17.7% | +8.9% | +8.8% | +13.4% |
| 30D | -20.7% | +14.0% | -34.7% | -24.8% |
| 3M | -45.5% | +19.8% | -65.4% | -49.7% |
| 6M | -41.2% | +102.0% | -143.2% | -58.5% |
| YTD | -45.5% | +70.8% | -116.3% | -59.0% |
| 1Y | -3.4% | +98.7% | -102.2% | -33.3% |
| 3Y | +779.3% | +98.2% | +681.2% | +455.9% |
| 5Y | -48.5% | -11.7% | -36.8% | -40.0% |
| All | -48.5% | -13.0% | -35.5% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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