+119.8%
CSX vs DFNS
-99.9%
+219.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -3.4% | -16.0% | +12.6% | -3.4% |
| 30D | -3.1% | -77.7% | +74.6% | -3.4% |
| 3M | +7.2% | -77.2% | +84.4% | +7.8% |
| 6M | +16.2% | -95.2% | +111.4% | +16.7% |
| YTD | +37.5% | -98.0% | +135.5% | +38.0% |
| 1Y | +53.2% | -98.3% | +151.5% | +53.8% |
| 3Y | +68.2% | -99.9% | +168.1% | +67.6% |
| 5Y | +65.2% | -99.9% | +165.1% | +62.2% |
| All | +119.8% | -99.9% | +219.6% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling