-100.0%
DFNS vs CLX
-40.2%
-59.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.4% |
| 7D | -6.0% | +9.5% | -15.5% | -5.1% |
| 30D | -71.2% | +30.7% | -101.9% | -70.5% |
| 3M | -94.5% | +4.2% | -98.8% | -94.5% |
| 6M | -96.5% | +22.1% | -118.7% | -96.4% |
| YTD | -99.6% | +14.1% | -113.7% | -99.6% |
| 1Y | -99.7% | +10.3% | -110.0% | -99.7% |
| 3Y | -100.0% | -7.8% | -92.2% | -100.0% |
| 5Y | -100.0% | -20.8% | -79.1% | -100.0% |
| All | -100.0% | -40.2% | -59.8% | -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