+7.1%
CRM vs DFNS
-98.3%
+105.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | +1.3% | -16.0% | +17.3% | +1.6% |
| 30D | +34.3% | -77.7% | +112.0% | +37.8% |
| 3M | +37.7% | -77.2% | +114.9% | +33.3% |
| 6M | +34.9% | -95.2% | +130.1% | +38.7% |
| YTD | -1.6% | -98.0% | +96.3% | +3.3% |
| 1Y | +7.1% | -98.3% | +105.4% | +9.7% |
| All | +7.1% | -98.3% | +105.4% | +9.7% |
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