-100.0%
DFNS vs CARR
+4.0%
-104.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.7% |
| 7D | -6.0% | +3.5% | -9.4% | -3.9% |
| 30D | -71.2% | +0.4% | -71.5% | -71.4% |
| 3M | -94.5% | -14.1% | -80.5% | -95.2% |
| 6M | -96.5% | -16.7% | -79.9% | -96.9% |
| YTD | -99.6% | +4.2% | -103.8% | -99.6% |
| 1Y | -99.7% | -0.2% | -99.5% | -99.7% |
| 3Y | -100.0% | +10.9% | -110.8% | -100.0% |
| All | -100.0% | +4.0% | -104.0% | -100.0% |
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