-98.3%
DFNS vs CAH
+65.8%
-164.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -16.0% | +5.4% | -21.4% | -15.9% |
| 30D | -77.7% | +3.3% | -81.0% | -77.6% |
| 3M | -77.2% | +22.8% | -100.0% | -75.9% |
| 6M | -95.2% | +11.3% | -106.4% | -95.1% |
| YTD | -98.0% | +21.1% | -119.1% | -97.8% |
| 1Y | -98.3% | +67.2% | -165.5% | -97.8% |
| All | -98.3% | +65.8% | -164.1% | -97.8% |
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