-99.9%
DFNS vs CRL
+42.0%
-141.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.7% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | -73.2% | +5.0% | -78.2% | -73.3% |
| 3M | -72.4% | +50.6% | -123.0% | -72.9% |
| 6M | -95.2% | +60.9% | -156.1% | -95.3% |
| YTD | -98.0% | +40.7% | -138.7% | -98.0% |
| 1Y | -98.3% | +73.3% | -171.6% | -98.3% |
| 3Y | -99.9% | +40.6% | -140.4% | -99.9% |
| 5Y | -99.9% | -37.0% | -62.9% | -99.9% |
| All | -99.9% | +42.0% | -141.8% | -99.9% |
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 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