+31.5%
CVS vs DFNS
-99.9%
+131.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.6% | +0.8% | -2.4% | -1.6% |
| 30D | +0.4% | -73.2% | +73.6% | 0.0% |
| 3M | -0.4% | -72.4% | +72.0% | +0.3% |
| 6M | +25.1% | -95.2% | +120.4% | +25.3% |
| YTD | +23.9% | -98.0% | +121.9% | +23.6% |
| 1Y | +41.1% | -98.3% | +139.3% | +40.9% |
| 3Y | +63.6% | -99.9% | +163.5% | +71.8% |
| 5Y | +31.5% | -99.9% | +131.4% | +44.7% |
| All | +31.5% | -99.9% | +131.4% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling