-100.0%
DFNS vs CF
+117.5%
-217.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.4% | -20.7% | -18.8% |
| 7D | -12.7% | +5.4% | -18.0% | -10.9% |
| 30D | -65.2% | +6.5% | -71.8% | -64.2% |
| 3M | -94.6% | +4.6% | -99.2% | -94.4% |
| 6M | -96.2% | -3.3% | -92.9% | -96.1% |
| YTD | -99.6% | +63.9% | -163.5% | -99.5% |
| 1Y | -99.7% | +50.4% | -150.1% | -99.7% |
| 3Y | -100.0% | +68.2% | -168.2% | -100.0% |
| 5Y | -100.0% | +113.8% | -213.8% | -100.0% |
| All | -100.0% | +117.5% | -217.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling