-99.9%
DFNS vs CLX
-49.9%
-50.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.5% |
| 7D | -16.0% | -9.2% | -6.8% | -16.9% |
| 30D | -77.7% | -11.0% | -66.6% | -78.0% |
| 3M | -77.2% | +5.0% | -82.2% | -76.8% |
| 6M | -95.2% | -18.8% | -76.4% | -95.4% |
| YTD | -98.0% | -4.4% | -93.6% | -98.0% |
| 1Y | -98.3% | -21.9% | -76.4% | -98.4% |
| 3Y | -99.9% | -32.8% | -67.1% | -99.9% |
| 5Y | -99.9% | -34.6% | -65.3% | -99.9% |
| All | -99.9% | -49.9% | -50.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling