-99.8%
DFNS vs CAI
-9.5%
-90.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.5% | +17.3% | +14.7% |
| 7D | -37.0% | -25.6% | -11.3% | -28.3% |
| 30D | -63.4% | -17.7% | -45.7% | -60.0% |
| 3M | -94.1% | +4.4% | -98.5% | -94.3% |
| 6M | -96.3% | +51.3% | -147.6% | -97.0% |
| YTD | -99.6% | -9.5% | -90.1% | -99.6% |
| 1Y | -99.7% | -1.5% | -98.2% | -99.7% |
| All | -99.8% | -9.5% | -90.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling