-96.0%
DFNS vs CAI
+51.0%
-146.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.5% | +17.3% | +15.5% |
| 7D | -37.0% | -25.6% | -11.3% | -24.6% |
| 30D | -63.4% | -17.7% | -45.7% | -58.6% |
| 3M | -94.1% | +4.4% | -98.5% | -94.5% |
| All | -96.0% | +51.0% | -146.9% | -97.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling