-99.9%
DFNS vs CLBK
+95.1%
-195.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -16.0% | +1.2% | -17.2% | -15.6% |
| 30D | -77.7% | +9.1% | -86.8% | -76.8% |
| 3M | -77.2% | +27.7% | -104.9% | -74.4% |
| 6M | -95.2% | +40.8% | -136.0% | -94.4% |
| YTD | -98.0% | +66.4% | -164.4% | -97.5% |
| 1Y | -98.3% | +72.4% | -170.6% | -97.8% |
| 3Y | -99.9% | +50.7% | -150.6% | -99.9% |
| 5Y | -99.9% | +42.9% | -142.8% | -99.8% |
| All | -99.9% | +95.1% | -195.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling