+14.2%
CCL vs DFNS
-99.7%
+113.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.3% |
| 7D | -1.2% | -6.0% | +4.8% | -1.1% |
| 30D | +13.1% | -71.2% | +84.3% | +14.9% |
| 3M | +3.4% | -94.5% | +97.9% | +7.1% |
| 6M | +18.7% | -96.5% | +115.3% | +17.8% |
| YTD | -2.3% | -99.6% | +97.4% | -7.3% |
| 1Y | +14.2% | -99.7% | +113.9% | +7.6% |
| All | +14.2% | -99.7% | +113.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling