-99.7%
DFNS vs CB
+28.5%
-128.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -4.2% |
| 7D | -6.0% | +2.9% | -8.9% | -2.6% |
| 30D | -71.2% | +7.3% | -78.5% | -68.1% |
| 3M | -94.5% | +9.4% | -103.9% | -93.7% |
| 6M | -96.5% | +19.6% | -116.2% | -95.8% |
| YTD | -99.6% | +21.5% | -121.1% | -99.6% |
| 1Y | -99.7% | +28.0% | -127.7% | -99.6% |
| All | -99.7% | +28.5% | -128.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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