-100.0%
DFNS vs CF
+120.6%
-220.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.7% | -12.9% | -12.0% |
| 7D | -44.0% | -3.2% | -40.8% | -44.5% |
| 30D | -69.1% | +4.3% | -73.4% | -68.4% |
| 3M | -95.6% | +2.8% | -98.4% | -95.5% |
| 6M | -96.2% | +0.6% | -96.8% | -96.0% |
| YTD | -99.6% | +56.6% | -156.2% | -99.6% |
| 1Y | -99.7% | +49.6% | -149.4% | -99.7% |
| 3Y | -100.0% | +61.5% | -161.5% | -100.0% |
| All | -100.0% | +120.6% | -220.5% | -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