-100.0%
DFNS vs CL
+54.2%
-154.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -2.7% |
| 7D | -42.8% | +0.5% | -43.3% | -42.6% |
| 30D | -67.6% | +11.6% | -79.1% | -66.7% |
| 3M | -94.9% | +5.6% | -100.5% | -94.8% |
| 6M | -96.7% | +13.2% | -109.9% | -96.6% |
| YTD | -99.6% | +26.9% | -126.5% | -99.6% |
| 1Y | -99.7% | +27.3% | -127.1% | -99.7% |
| 3Y | -100.0% | +39.7% | -139.7% | -100.0% |
| 5Y | -100.0% | +41.3% | -141.3% | -100.0% |
| All | -100.0% | +54.2% | -154.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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