+29.8%
CRM vs DFNS
-99.9%
+129.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -2.0% |
| 7D | -5.0% | +4.6% | -9.6% | -5.0% |
| 30D | +23.6% | -73.9% | +97.5% | +23.7% |
| 3M | +39.6% | -71.7% | +111.3% | +39.0% |
| 6M | +23.4% | -94.6% | +118.0% | +22.6% |
| YTD | -7.4% | -98.1% | +90.7% | -8.2% |
| 1Y | -2.3% | -98.3% | +96.0% | -3.1% |
| 3Y | +10.5% | -99.9% | +110.4% | +9.7% |
| 5Y | -4.7% | -99.9% | +95.1% | -6.4% |
| All | +29.8% | -99.9% | +129.7% | +32.3% |
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