-99.6%
DFNS vs CHD
+33.4%
-133.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.8% |
| 7D | -13.0% | 0.0% | -13.0% | -13.1% |
| 30D | -56.9% | +12.2% | -69.0% | -54.6% |
| 3M | -93.2% | +9.3% | -102.5% | -92.7% |
| 6M | -95.4% | +24.3% | -119.7% | -95.1% |
| YTD | -99.5% | +34.9% | -134.4% | -99.5% |
| 1Y | -99.6% | +32.7% | -132.3% | -99.6% |
| All | -99.6% | +33.4% | -133.0% | -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