-100.0%
DFNS vs CF
+125.5%
-225.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +6.2% | -25.8% | -17.3% |
| 7D | -37.4% | +0.4% | -37.8% | -37.1% |
| 30D | -65.8% | +2.2% | -68.0% | -65.4% |
| 3M | -95.0% | +2.1% | -97.1% | -94.9% |
| 6M | -95.8% | -6.5% | -89.3% | -95.8% |
| YTD | -99.5% | +55.6% | -155.1% | -99.5% |
| 1Y | -99.7% | +42.3% | -142.0% | -99.7% |
| 3Y | -100.0% | +55.7% | -155.7% | -100.0% |
| 5Y | -100.0% | +122.4% | -222.4% | -100.0% |
| All | -100.0% | +125.5% | -225.4% | -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