+57.8%
CCL vs DFNS
-99.9%
+157.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -5.0% | -16.0% | +10.9% | -5.0% |
| 30D | -20.3% | -77.7% | +57.3% | -20.3% |
| 3M | -15.1% | -77.2% | +62.0% | -15.3% |
| 6M | -15.1% | -95.2% | +80.1% | -15.5% |
| YTD | -21.8% | -98.0% | +76.2% | -22.2% |
| 1Y | -24.8% | -98.3% | +73.5% | -25.2% |
| 3Y | +51.9% | -99.9% | +151.7% | +52.3% |
| 5Y | +4.0% | -99.9% | +103.9% | +8.6% |
| All | +57.8% | -99.9% | +157.6% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling