-32.5%
CBRS vs DFNS
-81.8%
+49.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.7% | +10.3% |
| 7D | +17.3% | -16.0% | +33.3% | +17.8% |
| 30D | -2.0% | -77.7% | +75.7% | +0.9% |
| 3M | -2.5% | -77.2% | +74.7% | +23.1% |
| All | -32.5% | -81.8% | +49.3% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling