-99.3%
DFNS vs CAI
-9.9%
-89.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -3.1% |
| 7D | -6.3% | -2.9% | -3.4% | -5.1% |
| 30D | -74.0% | +9.3% | -83.3% | -75.0% |
| 3M | -70.1% | +35.2% | -105.4% | -74.7% |
| 6M | -93.9% | +30.7% | -124.6% | -94.9% |
| YTD | -98.1% | -9.8% | -88.3% | -98.3% |
| 1Y | -98.3% | -28.9% | -69.4% | -98.4% |
| All | -99.3% | -9.9% | -89.5% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling