-99.7%
DFNS vs CRL
+97.0%
-196.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.5% | -18.8% | -19.1% |
| 7D | -12.7% | +8.9% | -21.5% | -16.5% |
| 30D | -65.2% | +14.0% | -79.2% | -67.0% |
| 3M | -94.6% | +19.8% | -114.4% | -95.0% |
| 6M | -96.2% | +102.0% | -198.3% | -97.5% |
| YTD | -99.6% | +70.8% | -170.5% | -99.7% |
| 1Y | -99.7% | +98.7% | -198.4% | -99.8% |
| All | -99.7% | +97.0% | -196.7% | -99.8% |
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