-100.0%
DFNS vs CL
+41.3%
-141.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.1% | -19.6% | -19.7% |
| 7D | -37.4% | +5.9% | -43.4% | -35.8% |
| 30D | -65.8% | +13.8% | -79.6% | -63.8% |
| 3M | -95.0% | +6.4% | -101.4% | -94.8% |
| 6M | -95.8% | +15.6% | -111.5% | -95.5% |
| YTD | -99.5% | +27.9% | -127.4% | -99.5% |
| 1Y | -99.7% | +31.4% | -131.1% | -99.7% |
| All | -100.0% | +41.3% | -141.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling