-100.0%
DFNS vs CRL
+70.7%
-170.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +7.8% | -20.1% | -12.6% |
| 7D | -44.0% | -6.1% | -37.9% | -43.8% |
| 30D | -69.1% | +12.4% | -81.5% | -69.2% |
| 3M | -95.6% | +27.1% | -122.8% | -95.7% |
| 6M | -96.2% | +85.7% | -181.9% | -96.3% |
| YTD | -99.6% | +69.2% | -168.8% | -99.6% |
| 1Y | -99.7% | +97.5% | -197.3% | -99.7% |
| 3Y | -100.0% | +86.1% | -186.1% | -100.0% |
| 5Y | -100.0% | -10.0% | -89.9% | -100.0% |
| All | -100.0% | +70.7% | -170.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling