+130.8%
CSX vs DFNS
-100.0%
+230.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.7% | -11.1% | +1.6% |
| 7D | -0.3% | -13.0% | +12.7% | -0.3% |
| 30D | +8.7% | -56.9% | +65.6% | +8.5% |
| 3M | +4.2% | -93.2% | +97.4% | +3.6% |
| 6M | +16.7% | -95.4% | +112.1% | +17.0% |
| YTD | +44.5% | -99.5% | +144.0% | +44.5% |
| 1Y | +50.3% | -99.6% | +149.9% | +50.3% |
| 3Y | +76.3% | -100.0% | +176.3% | +75.3% |
| 5Y | +58.1% | -100.0% | +158.1% | +55.0% |
| All | +130.8% | -100.0% | +230.8% | +128.1% |
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