-99.9%
DFNS vs CL
+38.9%
-138.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.3% |
| 7D | -16.0% | -2.2% | -13.8% | -16.4% |
| 30D | -77.7% | -4.8% | -72.9% | -77.8% |
| 3M | -77.2% | +4.9% | -82.1% | -76.9% |
| 6M | -95.2% | -5.7% | -89.5% | -95.2% |
| YTD | -98.0% | +14.4% | -112.3% | -97.9% |
| 1Y | -98.3% | +8.7% | -107.0% | -98.2% |
| 3Y | -99.9% | +30.0% | -129.9% | -99.9% |
| 5Y | -99.9% | +28.4% | -128.2% | -99.9% |
| All | -99.9% | +38.9% | -138.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling