-95.8%
DFNS vs CL
+16.9%
-112.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.1% | -19.6% | -19.7% |
| 7D | -37.4% | +5.9% | -43.4% | -32.9% |
| 30D | -65.8% | +13.8% | -79.6% | -59.0% |
| 3M | -95.0% | +6.4% | -101.4% | -94.4% |
| 6M | -95.8% | +15.6% | -111.5% | -94.8% |
| All | -95.8% | +16.9% | -112.8% | -94.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling