-99.6%
DFNS vs CARR
-1.4%
-98.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.5% | -18.9% | -18.0% |
| 7D | -27.7% | -0.7% | -27.0% | -27.9% |
| 30D | -58.0% | +0.3% | -58.3% | -57.7% |
| 3M | -94.0% | -14.9% | -79.1% | -94.8% |
| 6M | -94.6% | -14.9% | -79.7% | -95.2% |
| YTD | -99.4% | +7.0% | -106.4% | -99.6% |
| 1Y | -99.6% | -1.8% | -97.9% | -99.7% |
| All | -99.6% | -1.4% | -98.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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