-100.0%
DFNS vs CAH
+475.5%
-575.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.2% | -19.6% | -19.3% |
| 7D | -12.7% | +3.9% | -16.5% | -11.9% |
| 30D | -65.2% | +16.0% | -81.2% | -64.0% |
| 3M | -94.6% | +19.1% | -113.6% | -94.3% |
| 6M | -96.2% | +53.0% | -149.3% | -95.8% |
| YTD | -99.6% | +36.6% | -136.2% | -99.6% |
| 1Y | -99.7% | +37.4% | -137.1% | -99.7% |
| 3Y | -100.0% | +178.8% | -278.8% | -100.0% |
| 5Y | -100.0% | +498.6% | -598.6% | -100.0% |
| All | -100.0% | +475.5% | -575.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling