-100.0%
DFNS vs CLBK
+56.6%
-156.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.6% | +12.9% |
| 7D | -13.0% | +2.2% | -15.1% | -11.4% |
| 30D | -56.9% | +5.0% | -61.8% | -55.0% |
| 3M | -93.2% | +3.3% | -96.5% | -93.1% |
| 6M | -95.4% | +29.6% | -125.0% | -94.2% |
| YTD | -99.5% | +62.1% | -161.6% | -99.2% |
| 1Y | -99.6% | +64.3% | -164.0% | -99.5% |
| All | -100.0% | +56.6% | -156.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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