-98.3%
DFNS vs CARR
-3.6%
-94.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +1.4% |
| 7D | -16.0% | +1.6% | -17.6% | -15.3% |
| 30D | -77.7% | -8.7% | -69.0% | -79.6% |
| 3M | -77.2% | -12.6% | -64.6% | -78.4% |
| 6M | -95.2% | -1.5% | -93.6% | -95.3% |
| YTD | -98.0% | +14.3% | -112.3% | -98.2% |
| 1Y | -98.3% | -4.6% | -93.7% | -98.3% |
| All | -98.3% | -3.6% | -94.7% | -98.3% |
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