+35.1%
CLS vs DFNS
-98.3%
+133.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.7% |
| 7D | +12.8% | +0.8% | +12.0% | +12.8% |
| 30D | +3.8% | -73.2% | +77.0% | +7.9% |
| 3M | -14.6% | -72.4% | +57.8% | -17.9% |
| 6M | +32.2% | -95.2% | +127.5% | +43.5% |
| YTD | +11.6% | -98.0% | +109.6% | +32.4% |
| 1Y | +35.1% | -98.3% | +133.3% | +58.3% |
| All | +35.1% | -98.3% | +133.3% | +58.3% |
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