-100.0%
DFNS vs CLX
-41.7%
-58.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.0% | +11.8% | +12.9% |
| 7D | -37.0% | +13.6% | -50.6% | -36.1% |
| 30D | -63.4% | +29.1% | -92.4% | -62.6% |
| 3M | -94.1% | +1.6% | -95.7% | -94.1% |
| 6M | -96.3% | +18.7% | -115.0% | -96.2% |
| YTD | -99.6% | +11.1% | -110.7% | -99.6% |
| 1Y | -99.7% | +7.0% | -106.7% | -99.7% |
| 3Y | -100.0% | -10.0% | -90.0% | -100.0% |
| 5Y | -100.0% | -22.6% | -77.3% | -100.0% |
| All | -100.0% | -41.7% | -58.2% | -100.0% |
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