-99.6%
DFNS vs CRL
+85.3%
-185.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -7.3% | -11.1% | -15.6% |
| 7D | -27.7% | -12.8% | -14.9% | -23.7% |
| 30D | -58.0% | +5.0% | -63.0% | -58.5% |
| 3M | -94.0% | +39.4% | -133.4% | -94.7% |
| 6M | -94.6% | +89.4% | -183.9% | -96.0% |
| YTD | -99.4% | +63.6% | -163.0% | -99.5% |
| 1Y | -99.6% | +83.5% | -183.1% | -99.7% |
| All | -99.6% | +85.3% | -185.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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