-100.0%
DFNS vs CLF
-51.2%
-48.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.7% | -13.9% | -12.3% |
| 7D | -44.0% | -19.6% | -24.4% | -43.7% |
| 30D | -69.1% | -5.0% | -64.1% | -69.0% |
| 3M | -95.6% | -6.3% | -89.3% | -95.6% |
| 6M | -96.2% | +2.8% | -99.0% | -96.2% |
| YTD | -99.6% | -13.7% | -85.9% | -99.6% |
| 1Y | -99.7% | +13.6% | -113.3% | -99.7% |
| 3Y | -100.0% | -34.0% | -66.0% | -100.0% |
| All | -100.0% | -51.2% | -48.7% | -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