-100.0%
DFNS vs CHD
+43.7%
-143.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.1% |
| 7D | -6.0% | +3.6% | -9.6% | -5.0% |
| 30D | -71.2% | +10.4% | -81.6% | -70.3% |
| 3M | -94.5% | +12.2% | -106.7% | -94.3% |
| 6M | -96.5% | +19.9% | -116.5% | -96.3% |
| YTD | -99.6% | +36.4% | -136.0% | -99.6% |
| 1Y | -99.7% | +35.1% | -134.8% | -99.7% |
| 3Y | -100.0% | +29.2% | -129.2% | -100.0% |
| 5Y | -100.0% | +33.4% | -133.4% | -100.0% |
| All | -100.0% | +43.7% | -143.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling