-98.3%
DFNS vs CLX
-25.2%
-73.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -3.2% |
| 7D | +4.6% | -4.9% | +9.6% | +8.2% |
| 30D | -73.9% | -15.8% | -58.1% | -71.0% |
| 3M | -71.7% | -7.9% | -63.8% | -70.8% |
| 6M | -94.6% | -19.0% | -75.5% | -94.1% |
| YTD | -98.1% | -7.9% | -90.1% | -98.0% |
| 1Y | -98.3% | -25.4% | -72.9% | -98.4% |
| All | -98.3% | -25.2% | -73.1% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling