-99.6%
DFNS vs CAH
+38.5%
-138.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.6% | -21.9% | -18.5% |
| 7D | -27.7% | +7.0% | -34.7% | -28.3% |
| 30D | -58.0% | +12.4% | -70.3% | -58.4% |
| 3M | -94.0% | +12.2% | -106.1% | -94.0% |
| 6M | -94.6% | +33.2% | -127.8% | -94.3% |
| YTD | -99.4% | +28.4% | -127.8% | -99.4% |
| 1Y | -99.6% | +35.0% | -134.7% | -99.6% |
| All | -99.6% | +38.5% | -138.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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