-100.0%
DFNS vs CRL
+78.7%
-178.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -3.2% |
| 7D | -42.8% | +4.4% | -47.2% | -42.8% |
| 30D | -67.6% | +17.1% | -84.6% | -67.7% |
| 3M | -94.9% | +32.1% | -127.0% | -94.9% |
| 6M | -96.7% | +98.9% | -195.7% | -96.8% |
| YTD | -99.6% | +77.1% | -176.7% | -99.6% |
| 1Y | -99.7% | +110.3% | -210.0% | -99.7% |
| 3Y | -100.0% | +108.5% | -208.5% | -100.0% |
| 5Y | -100.0% | -7.9% | -92.1% | -100.0% |
| All | -100.0% | +78.7% | -178.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling