-99.9%
DFNS vs CHD
+19.1%
-119.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.1% |
| 7D | -3.3% | -4.7% | +1.4% | -4.8% |
| 30D | -73.1% | -8.3% | -64.8% | -73.5% |
| 3M | -71.4% | -4.0% | -67.3% | -71.0% |
| 6M | -93.8% | -6.5% | -87.3% | -93.8% |
| YTD | -98.0% | +13.1% | -111.1% | -97.9% |
| 1Y | -98.2% | +2.3% | -100.5% | -98.1% |
| 3Y | -99.9% | +1.8% | -101.7% | -99.9% |
| 5Y | -99.9% | +20.6% | -120.4% | -99.9% |
| All | -99.9% | +19.1% | -119.0% | -99.9% |
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