-100.0%
DFNS vs CLF
-41.3%
-58.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.2% | +10.5% | +12.7% |
| 7D | -13.0% | +2.3% | -15.3% | -13.0% |
| 30D | -56.9% | +1.9% | -58.8% | -56.8% |
| 3M | -93.2% | +5.9% | -99.1% | -93.2% |
| 6M | -95.4% | +16.9% | -112.3% | -95.4% |
| YTD | -99.5% | -1.1% | -98.5% | -99.5% |
| 1Y | -99.6% | +28.8% | -128.5% | -99.6% |
| 3Y | -100.0% | -20.6% | -79.4% | -100.0% |
| 5Y | -100.0% | -41.5% | -58.4% | -100.0% |
| All | -100.0% | -41.3% | -58.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling