-99.3%
DFNS vs CAI
-7.1%
-92.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -16.0% | -2.2% | -13.8% | -14.9% |
| 30D | -77.7% | +52.4% | -130.1% | -82.6% |
| 3M | -77.2% | +45.1% | -122.3% | -81.2% |
| 6M | -95.2% | +26.2% | -121.4% | -95.9% |
| YTD | -98.0% | -7.1% | -90.9% | -98.2% |
| 1Y | -98.3% | -31.0% | -67.2% | -98.4% |
| All | -99.3% | -7.1% | -92.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling