+838.1%
CLS vs DFNS
-100.0%
+938.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -5.4% |
| 7D | +16.3% | -6.0% | +22.3% | +16.3% |
| 30D | -25.7% | -71.2% | +45.5% | -25.4% |
| 3M | -30.9% | -94.5% | +63.7% | -30.4% |
| 6M | -35.5% | -96.5% | +61.1% | -35.5% |
| YTD | -18.7% | -99.6% | +80.9% | -19.0% |
| 1Y | -17.9% | -99.7% | +81.8% | -18.2% |
| 3Y | +838.1% | -100.0% | +938.1% | +833.5% |
| All | +838.1% | -100.0% | +938.1% | +833.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling