-98.3%
DFNS vs CRL
+78.8%
-177.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.3% |
| 7D | -16.0% | -1.0% | -15.0% | -15.6% |
| 30D | -77.7% | +10.7% | -88.4% | -78.9% |
| 3M | -77.2% | +55.3% | -132.5% | -82.3% |
| 6M | -95.2% | +60.7% | -155.8% | -96.3% |
| YTD | -98.0% | +44.6% | -142.6% | -98.4% |
| 1Y | -98.3% | +77.7% | -176.0% | -98.9% |
| All | -98.3% | +78.8% | -177.1% | -98.9% |
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