-99.9%
DFNS vs CF
+73.9%
-173.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | -1.7% |
| 7D | -16.0% | +6.0% | -22.0% | -11.7% |
| 30D | -77.7% | +14.8% | -92.5% | -75.1% |
| 3M | -77.2% | +14.1% | -91.2% | -74.4% |
| 6M | -95.2% | +28.5% | -123.7% | -94.2% |
| YTD | -98.0% | +74.9% | -172.9% | -97.2% |
| 1Y | -98.3% | +61.7% | -160.0% | -97.7% |
| All | -99.9% | +73.9% | -173.8% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling