+74.5%
CSX vs DFNS
-100.0%
+174.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -19.6% | +17.3% | -2.4% |
| 7D | -2.7% | -37.4% | +34.7% | -2.8% |
| 30D | +7.0% | -65.8% | +72.8% | +6.8% |
| 3M | -0.3% | -95.0% | +94.7% | -0.9% |
| 6M | +13.5% | -95.8% | +109.4% | +13.8% |
| YTD | +41.5% | -99.5% | +141.0% | +41.5% |
| 1Y | +45.8% | -99.7% | +145.5% | +45.7% |
| All | +74.5% | -100.0% | +174.5% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling