-99.9%
DFNS vs CAVA
+44.7%
-144.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.4% |
| 7D | -16.0% | -9.2% | -6.8% | -16.9% |
| 30D | -77.7% | -8.2% | -69.5% | -77.9% |
| 3M | -77.2% | -15.3% | -61.9% | -78.1% |
| 6M | -95.2% | -23.6% | -71.6% | -95.5% |
| YTD | -98.0% | +3.5% | -101.5% | -97.9% |
| 1Y | -98.3% | -7.9% | -90.4% | -98.3% |
| 3Y | -99.9% | +38.7% | -138.5% | -99.9% |
| All | -99.9% | +44.7% | -144.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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