-99.6%
DFNS vs CAI
+12.6%
-112.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.1% | -19.5% | -18.8% |
| 7D | -27.7% | -6.3% | -21.4% | -25.7% |
| 30D | -58.0% | +9.3% | -67.3% | -59.9% |
| 3M | -94.0% | +106.3% | -200.3% | -96.3% |
| 6M | -94.6% | +77.7% | -172.3% | -96.4% |
| YTD | -99.4% | +23.1% | -122.6% | -99.6% |
| 1Y | -99.6% | +6.5% | -106.2% | -99.7% |
| All | -99.6% | +12.6% | -112.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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