-100.0%
DFNS vs CF
+380.6%
-480.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.0% | +12.9% |
| 7D | -13.0% | +10.4% | -23.3% | -10.1% |
| 30D | -56.9% | +7.6% | -64.4% | -55.8% |
| 3M | -93.2% | +5.2% | -98.4% | -93.0% |
| 6M | -95.4% | -0.1% | -95.4% | -95.3% |
| YTD | -99.5% | +61.7% | -161.2% | -99.5% |
| 1Y | -99.6% | +50.3% | -150.0% | -99.6% |
| 3Y | -100.0% | +66.0% | -166.0% | -100.0% |
| 5Y | -100.0% | +114.5% | -214.5% | -100.0% |
| All | -100.0% | +380.6% | -480.6% | -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