+781.5%
CDE vs DFNS
-99.9%
+881.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.7% | -3.1% |
| 7D | -6.1% | -3.3% | -2.7% | -6.0% |
| 30D | +9.5% | -73.1% | +82.6% | +9.7% |
| 3M | +32.0% | -71.4% | +103.4% | +31.5% |
| 6M | -12.8% | -93.8% | +81.1% | -13.1% |
| YTD | +14.2% | -98.0% | +112.3% | +13.7% |
| 1Y | +36.3% | -98.2% | +134.5% | +35.8% |
| All | +781.5% | -99.9% | +881.4% | +794.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling