-100.0%
DFNS vs CF
+365.2%
-465.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -42.8% | -0.9% | -41.9% | -42.8% |
| 30D | -67.6% | +6.9% | -74.5% | -66.7% |
| 3M | -94.9% | +4.8% | -99.7% | -94.7% |
| 6M | -96.7% | +4.7% | -101.4% | -96.6% |
| YTD | -99.6% | +56.5% | -156.1% | -99.6% |
| 1Y | -99.7% | +48.4% | -148.2% | -99.7% |
| 3Y | -100.0% | +59.1% | -159.1% | -100.0% |
| 5Y | -100.0% | +109.5% | -209.5% | -100.0% |
| All | -100.0% | +365.2% | -465.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling