-100.0%
DFNS vs CL
+38.3%
-138.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.2% | -10.1% | -13.0% |
| 7D | -44.0% | +1.3% | -45.3% | -43.5% |
| 30D | -69.1% | +11.4% | -80.5% | -67.6% |
| 3M | -95.6% | +4.4% | -100.1% | -95.5% |
| 6M | -96.2% | +10.8% | -107.0% | -95.9% |
| YTD | -99.6% | +25.1% | -124.7% | -99.6% |
| 1Y | -99.7% | +28.0% | -127.7% | -99.7% |
| 3Y | -100.0% | +37.6% | -137.6% | -100.0% |
| All | -100.0% | +38.3% | -138.2% | -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