-99.9%
DFNS vs CLX
-35.2%
-64.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.0% |
| 7D | +0.8% | -3.5% | +4.3% | +0.4% |
| 30D | -73.2% | -11.9% | -61.4% | -73.6% |
| 3M | -72.4% | -2.6% | -69.8% | -72.6% |
| 6M | -95.2% | -18.2% | -77.1% | -95.5% |
| YTD | -98.0% | -5.9% | -92.1% | -98.0% |
| 1Y | -98.3% | -23.8% | -74.4% | -98.4% |
| 3Y | -99.9% | -33.6% | -66.3% | -99.9% |
| 5Y | -99.9% | -35.7% | -64.2% | -99.9% |
| All | -99.9% | -35.2% | -64.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling