+118.5%
CSX vs DFNS
-100.0%
+218.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -12.2% | +8.9% | -3.4% |
| 7D | -5.5% | -44.0% | +38.5% | -5.6% |
| 30D | +4.9% | -69.1% | +74.1% | +4.7% |
| 3M | -2.9% | -95.6% | +92.8% | -3.5% |
| 6M | +8.3% | -96.2% | +104.5% | +8.6% |
| YTD | +36.7% | -99.6% | +136.3% | +36.7% |
| 1Y | +41.5% | -99.7% | +141.2% | +41.4% |
| 3Y | +68.6% | -100.0% | +168.6% | +67.5% |
| 5Y | +48.4% | -100.0% | +148.4% | +45.5% |
| All | +118.5% | -100.0% | +218.4% | +115.8% |
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