+81.5%
CVS vs DFNS
-99.9%
+181.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.7% |
| 7D | -1.9% | +4.6% | -6.5% | -1.9% |
| 30D | -0.3% | -73.9% | +73.6% | -0.7% |
| 3M | -1.1% | -71.7% | +70.6% | -0.4% |
| 6M | +23.7% | -94.6% | +118.3% | +23.9% |
| YTD | +23.0% | -98.1% | +121.1% | +22.7% |
| 1Y | +37.2% | -98.3% | +135.5% | +36.9% |
| 3Y | +62.4% | -99.9% | +162.3% | +72.5% |
| 5Y | +31.8% | -99.9% | +131.7% | +34.6% |
| All | +81.5% | -99.9% | +181.3% | +82.6% |
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