-100.0%
DFNS vs CDW
-14.3%
-85.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.2% | +10.5% | +12.0% |
| 7D | -13.0% | +2.6% | -15.5% | -13.3% |
| 30D | -56.9% | +20.4% | -77.3% | -59.6% |
| 3M | -93.2% | +28.5% | -121.7% | -93.7% |
| 6M | -95.4% | +70.6% | -166.0% | -95.7% |
| YTD | -99.5% | +29.1% | -128.6% | -99.6% |
| 1Y | -99.6% | +23.8% | -123.4% | -99.7% |
| All | -100.0% | -14.3% | -85.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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