-99.7%
DFNS vs CB
+29.6%
-129.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.8% | -10.4% | -14.6% |
| 7D | -44.0% | +0.2% | -44.3% | -43.6% |
| 30D | -69.1% | +9.1% | -78.2% | -64.7% |
| 3M | -95.6% | +3.4% | -99.0% | -95.3% |
| 6M | -96.2% | +14.1% | -110.3% | -95.5% |
| YTD | -99.6% | +18.0% | -117.6% | -99.5% |
| 1Y | -99.7% | +30.1% | -129.9% | -99.6% |
| All | -99.7% | +29.6% | -129.4% | -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