+51.1%
CSX vs DFNS
-99.7%
+150.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.7% |
| 7D | +6.0% | -6.0% | +11.9% | +5.9% |
| 30D | +7.8% | -71.2% | +79.0% | +6.6% |
| 3M | +4.1% | -94.5% | +98.6% | +1.2% |
| 6M | +17.9% | -96.5% | +114.5% | +21.6% |
| YTD | +44.9% | -99.6% | +144.5% | +56.8% |
| 1Y | +51.1% | -99.7% | +150.8% | +64.0% |
| All | +51.1% | -99.7% | +150.9% | +64.0% |
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