+4,362.1%
CLS vs DFNS
-99.9%
+4,462.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +4.6% | -16.0% | +20.6% | +4.6% |
| 30D | -13.9% | -77.7% | +63.8% | -13.7% |
| 3M | -26.6% | -77.2% | +50.6% | -26.9% |
| 6M | +15.4% | -95.2% | +110.6% | +14.6% |
| YTD | +5.7% | -98.0% | +103.6% | +4.8% |
| 1Y | +41.1% | -98.3% | +139.4% | +40.1% |
| 3Y | +1,228.6% | -99.9% | +1,328.5% | +1,213.5% |
| 5Y | +3,240.6% | -99.9% | +3,340.5% | +3,293.7% |
| All | +4,362.1% | -99.9% | +4,462.0% | +4,585.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling