-29.6%
CLS vs DFNS
-99.6%
+70.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -18.3% | +9.3% | -8.4% |
| 7D | -21.1% | -27.7% | +6.5% | -20.2% |
| 30D | -38.2% | -58.0% | +19.7% | -36.4% |
| 3M | -36.3% | -94.0% | +57.7% | -30.9% |
| 6M | -43.8% | -94.6% | +50.8% | -45.1% |
| YTD | -20.0% | -99.4% | +79.4% | -6.8% |
| 1Y | -29.6% | -99.6% | +70.1% | -8.0% |
| All | -29.6% | -99.6% | +70.0% | -8.0% |
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