-99.9%
DFNS vs CB
+177.3%
-277.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | -0.1% |
| 7D | -16.0% | +0.5% | -16.5% | -15.9% |
| 30D | -77.7% | -3.1% | -74.6% | -77.9% |
| 3M | -77.2% | +9.0% | -86.1% | -76.4% |
| 6M | -95.2% | +2.9% | -98.0% | -95.1% |
| YTD | -98.0% | +10.1% | -108.1% | -97.9% |
| 1Y | -98.3% | +22.8% | -121.1% | -98.1% |
| 3Y | -99.9% | +73.8% | -173.7% | -99.9% |
| 5Y | -99.9% | +99.2% | -199.0% | -99.8% |
| All | -99.9% | +177.3% | -277.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling