-99.9%
DFNS vs CARR
+138.7%
-238.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.7% | -5.9% |
| 7D | +4.6% | +0.6% | +4.0% | +4.9% |
| 30D | -73.9% | -8.7% | -65.2% | -75.5% |
| 3M | -71.7% | -18.4% | -53.3% | -73.7% |
| 6M | -94.6% | -0.6% | -94.0% | -94.3% |
| YTD | -98.1% | +10.9% | -109.0% | -97.9% |
| 1Y | -98.3% | -7.3% | -91.0% | -98.3% |
| 3Y | -99.9% | +2.9% | -102.8% | -99.9% |
| 5Y | -99.9% | +9.6% | -109.5% | -99.9% |
| All | -99.9% | +138.7% | -238.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling