+165.5%
CDE vs DFNS
-99.9%
+265.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | +2.3% | +0.8% | +1.5% | +2.3% |
| 30D | +18.8% | -73.2% | +92.0% | +19.0% |
| 3M | +23.5% | -72.4% | +95.9% | +23.0% |
| 6M | -8.6% | -95.2% | +86.6% | -9.0% |
| YTD | +16.0% | -98.0% | +114.0% | +15.5% |
| 1Y | +42.1% | -98.3% | +140.3% | +41.5% |
| 3Y | +835.9% | -99.9% | +935.8% | +779.1% |
| 5Y | +197.6% | -99.9% | +297.5% | +202.8% |
| All | +165.5% | -99.9% | +265.4% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling