-99.9%
DFNS vs CAH
+400.5%
-500.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.7% |
| 7D | +4.6% | -2.2% | +6.9% | +3.9% |
| 30D | -73.9% | +1.2% | -75.1% | -73.7% |
| 3M | -71.7% | +13.1% | -84.8% | -70.1% |
| 6M | -94.6% | +8.5% | -103.0% | -94.4% |
| YTD | -98.1% | +17.6% | -115.7% | -97.9% |
| 1Y | -98.3% | +60.7% | -159.0% | -97.9% |
| 3Y | -99.9% | +183.2% | -283.0% | -99.8% |
| 5Y | -99.9% | +402.2% | -502.1% | -99.8% |
| All | -99.9% | +400.5% | -500.4% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling