-100.0%
DFNS vs CF
+377.2%
-477.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.6% | +10.2% | +13.6% |
| 7D | -37.0% | +4.8% | -41.7% | -36.0% |
| 30D | -63.4% | +9.7% | -73.1% | -62.2% |
| 3M | -94.1% | +1.2% | -95.3% | -94.0% |
| 6M | -96.3% | +7.4% | -103.7% | -96.2% |
| YTD | -99.6% | +60.5% | -160.1% | -99.5% |
| 1Y | -99.7% | +50.7% | -150.4% | -99.7% |
| 3Y | -100.0% | +64.8% | -164.8% | -100.0% |
| 5Y | -100.0% | +115.8% | -215.8% | -100.0% |
| All | -100.0% | +377.2% | -477.2% | -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