-98.3%
DFNS vs CHD
+7.1%
-105.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -16.0% | -2.7% | -13.3% | -17.1% |
| 30D | -77.7% | -4.6% | -73.1% | -77.5% |
| 3M | -77.2% | +5.0% | -82.2% | -76.2% |
| 6M | -95.2% | -3.2% | -92.0% | -95.0% |
| YTD | -98.0% | +18.6% | -116.6% | -97.9% |
| 1Y | -98.3% | +4.8% | -103.1% | -98.1% |
| All | -98.3% | +7.1% | -105.3% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling