-98.2%
DFNS vs CHD
+2.2%
-100.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -5.3% |
| 7D | +4.6% | -4.2% | +8.8% | +2.4% |
| 30D | -73.9% | -7.6% | -66.3% | -74.1% |
| 3M | -71.7% | -1.6% | -70.1% | -70.9% |
| 6M | -94.6% | -6.3% | -88.3% | -94.5% |
| YTD | -98.1% | +14.6% | -112.7% | -98.0% |
| All | -98.2% | +2.2% | -100.4% | -98.2% |
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