+3,529.0%
CLS vs DFNS
-100.0%
+3,629.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -19.4% | +23.9% | +4.6% |
| 7D | +23.5% | -12.7% | +36.2% | +23.6% |
| 30D | -28.9% | -65.2% | +36.3% | -28.7% |
| 3M | -25.2% | -94.6% | +69.4% | -24.7% |
| 6M | -32.1% | -96.2% | +64.2% | -32.2% |
| YTD | -14.1% | -99.6% | +85.5% | -14.4% |
| 1Y | -24.1% | -99.7% | +75.6% | -24.4% |
| 3Y | +897.0% | -100.0% | +997.0% | +887.3% |
| 5Y | +2,089.9% | -100.0% | +2,189.9% | +2,132.6% |
| All | +3,529.0% | -100.0% | +3,629.0% | +3,726.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling