-99.6%
DFNS vs CHD
+30.9%
-130.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.6% | -21.0% | -17.2% |
| 7D | -27.7% | +6.9% | -34.6% | -25.7% |
| 30D | -58.0% | +17.1% | -75.1% | -54.7% |
| 3M | -94.0% | +9.1% | -103.1% | -93.5% |
| 6M | -94.6% | +21.4% | -116.0% | -94.1% |
| YTD | -99.4% | +34.9% | -134.3% | -99.4% |
| 1Y | -99.6% | +31.0% | -130.7% | -99.6% |
| All | -99.6% | +30.9% | -130.6% | -99.6% |
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