-100.0%
DFNS vs CB
+73.2%
-173.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.6% | +11.3% | +14.4% |
| 7D | -37.0% | +0.7% | -37.7% | -36.6% |
| 30D | -63.4% | +8.2% | -71.6% | -60.2% |
| 3M | -94.1% | +6.3% | -100.4% | -93.6% |
| 6M | -96.3% | +16.2% | -112.5% | -95.6% |
| YTD | -99.6% | +19.3% | -118.9% | -99.5% |
| 1Y | -99.7% | +29.2% | -128.9% | -99.6% |
| 3Y | -100.0% | +71.4% | -171.4% | -100.0% |
| All | -100.0% | +73.2% | -173.2% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling