-99.9%
DFNS vs CAH
+184.7%
-284.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -2.1% |
| 7D | +0.8% | +0.5% | +0.3% | +1.1% |
| 30D | -73.2% | +1.7% | -75.0% | -72.8% |
| 3M | -72.4% | +17.9% | -90.3% | -69.0% |
| 6M | -95.2% | +10.9% | -106.2% | -94.8% |
| YTD | -98.0% | +17.9% | -115.8% | -97.7% |
| 1Y | -98.3% | +61.7% | -159.9% | -97.4% |
| 3Y | -99.9% | +183.7% | -283.6% | -99.7% |
| All | -99.9% | +184.7% | -284.6% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling