-99.9%
DFNS vs CARR
+8.3%
-108.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -1.5% |
| 7D | -6.3% | -3.8% | -2.6% | -9.0% |
| 30D | -74.0% | -8.9% | -65.1% | -75.9% |
| 3M | -70.1% | -17.3% | -52.8% | -72.5% |
| 6M | -93.9% | -1.4% | -92.5% | -93.6% |
| YTD | -98.1% | +10.0% | -108.1% | -97.9% |
| 1Y | -98.3% | -6.4% | -91.9% | -98.3% |
| 3Y | -99.9% | +1.5% | -101.4% | -99.9% |
| All | -99.9% | +8.3% | -108.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling