+99.7%
CDE vs DFNS
-100.0%
+199.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -2.2% |
| 7D | -9.6% | -6.0% | -3.7% | -9.6% |
| 30D | -6.7% | -71.2% | +64.5% | -6.5% |
| 3M | -24.2% | -94.5% | +70.3% | -23.9% |
| 6M | -29.1% | -96.5% | +67.4% | -29.2% |
| YTD | -21.5% | -99.6% | +78.1% | -21.6% |
| 1Y | -7.4% | -99.7% | +92.3% | -7.5% |
| 3Y | +596.3% | -100.0% | +696.3% | +560.1% |
| All | +99.7% | -100.0% | +199.6% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling