-100.0%
DFNS vs CRL
+97.9%
-197.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.5% |
| 7D | -6.0% | +0.1% | -6.1% | -6.0% |
| 30D | -71.2% | +11.9% | -83.1% | -71.3% |
| 3M | -94.5% | +20.2% | -114.7% | -94.6% |
| 6M | -96.5% | +107.5% | -204.1% | -96.7% |
| YTD | -99.6% | +69.4% | -169.1% | -99.6% |
| 1Y | -99.7% | +99.7% | -199.4% | -99.7% |
| 3Y | -100.0% | +98.8% | -198.7% | -100.0% |
| All | -100.0% | +97.9% | -197.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling