-99.9%
DFNS vs CLX
-51.7%
-48.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -4.8% |
| 7D | +4.6% | -4.9% | +9.6% | +4.1% |
| 30D | -73.9% | -15.8% | -58.1% | -74.3% |
| 3M | -71.7% | -7.9% | -63.8% | -72.1% |
| 6M | -94.6% | -19.0% | -75.5% | -94.8% |
| YTD | -98.1% | -7.9% | -90.1% | -98.1% |
| 1Y | -98.3% | -25.4% | -72.9% | -98.4% |
| 3Y | -99.9% | -35.0% | -64.9% | -99.9% |
| 5Y | -99.9% | -36.8% | -63.1% | -99.9% |
| All | -99.9% | -51.7% | -48.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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