+12.3%
CVS vs DFNS
-100.0%
+112.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.7% | -12.2% | +0.6% |
| 7D | +12.0% | -13.0% | +24.9% | +11.9% |
| 30D | +2.8% | -56.9% | +59.6% | +2.5% |
| 3M | -3.6% | -93.2% | +89.6% | -4.4% |
| 6M | -1.6% | -95.4% | +93.8% | -1.5% |
| YTD | +16.3% | -99.5% | +115.8% | +15.4% |
| 1Y | +15.5% | -99.6% | +115.2% | +14.6% |
| 3Y | +48.1% | -100.0% | +148.1% | +54.7% |
| 5Y | +12.3% | -100.0% | +112.3% | +20.6% |
| All | +12.3% | -100.0% | +112.3% | +20.6% |
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 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