-99.9%
DFNS vs CLF
+115.9%
-215.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.6% |
| 7D | -16.0% | +7.6% | -23.6% | -16.1% |
| 30D | -77.7% | -1.2% | -76.5% | -77.7% |
| 3M | -77.2% | -13.4% | -63.8% | -77.1% |
| 6M | -95.2% | +15.4% | -110.6% | -95.2% |
| YTD | -98.0% | -5.9% | -92.1% | -98.0% |
| 1Y | -98.3% | +18.8% | -117.1% | -98.3% |
| 3Y | -99.9% | -19.4% | -80.5% | -99.9% |
| 5Y | -99.9% | -47.7% | -52.1% | -99.9% |
| All | -99.9% | +115.9% | -215.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling