-99.9%
DFNS vs CDW
+40.4%
-140.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -16.0% | +3.2% | -19.2% | -16.5% |
| 30D | -77.7% | +9.3% | -87.0% | -77.9% |
| 3M | -77.2% | +9.8% | -87.0% | -77.5% |
| 6M | -95.2% | +23.3% | -118.5% | -95.2% |
| YTD | -98.0% | +13.7% | -111.6% | -98.0% |
| 1Y | -98.3% | -6.5% | -91.8% | -98.4% |
| 3Y | -99.9% | -25.2% | -74.6% | -99.9% |
| 5Y | -99.9% | -19.5% | -80.4% | -99.9% |
| All | -99.9% | +40.4% | -140.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling