+4,613.9%
CLS vs DFNS
-99.9%
+4,713.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.6% |
| 7D | +12.8% | +0.8% | +12.0% | +12.8% |
| 30D | +3.8% | -73.2% | +77.0% | +4.1% |
| 3M | -14.6% | -72.4% | +57.8% | -15.0% |
| 6M | +32.2% | -95.2% | +127.5% | +31.3% |
| YTD | +11.6% | -98.0% | +109.6% | +10.8% |
| 1Y | +35.1% | -98.3% | +133.3% | +34.1% |
| 3Y | +1,312.5% | -99.9% | +1,412.4% | +1,295.3% |
| 5Y | +3,542.1% | -99.9% | +3,641.9% | +3,599.1% |
| All | +4,613.9% | -99.9% | +4,713.7% | +4,849.5% |
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