-100.0%
DFNS vs CLF
+125.7%
-225.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.5% | -18.8% | -19.3% |
| 7D | -12.7% | +16.0% | -28.6% | -12.9% |
| 30D | -65.2% | +1.6% | -66.9% | -65.2% |
| 3M | -94.6% | +6.7% | -101.3% | -94.6% |
| 6M | -96.2% | +21.1% | -117.4% | -96.2% |
| YTD | -99.6% | -1.6% | -98.0% | -99.6% |
| 1Y | -99.7% | +18.5% | -118.2% | -99.7% |
| 3Y | -100.0% | -21.0% | -78.9% | -100.0% |
| 5Y | -100.0% | -41.4% | -58.6% | -100.0% |
| All | -100.0% | +125.7% | -225.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling