-10.0%
CRM vs DFNS
-99.6%
+89.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -18.3% | +20.5% | +2.6% |
| 7D | -6.2% | -27.7% | +21.5% | -5.6% |
| 30D | -1.2% | -58.0% | +56.8% | +0.5% |
| 3M | +19.1% | -94.0% | +113.1% | +25.5% |
| 6M | +23.0% | -94.6% | +117.6% | +25.1% |
| YTD | -13.7% | -99.4% | +85.8% | -1.1% |
| 1Y | -10.0% | -99.6% | +89.7% | +5.5% |
| All | -10.0% | -99.6% | +89.6% | +5.5% |
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 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 · 6 months rolling