-39.5%
CAT vs DFNS
-96.4%
+56.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.2% | +13.1% | +0.9% |
| 7D | -10.3% | -44.0% | +33.7% | -10.4% |
| 30D | -31.2% | -69.1% | +37.9% | -31.5% |
| 3M | -34.7% | -95.6% | +61.0% | -35.6% |
| 6M | -39.5% | -96.2% | +56.7% | -37.2% |
| All | -39.5% | -96.4% | +56.9% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 6mo: compounded portfolio wealth divided by compounded DFNS 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…
6mo analysis · Full analysis span regression · 6 months rolling