-96.5%
DFNS vs CAH
+55.6%
-152.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.9% |
| 7D | -6.0% | +3.5% | -9.4% | -7.0% |
| 30D | -71.2% | +13.5% | -84.7% | -72.9% |
| 3M | -94.5% | +21.8% | -116.4% | -95.2% |
| 6M | -96.5% | +51.5% | -148.1% | -96.7% |
| All | -96.5% | +55.6% | -152.1% | -96.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling