-100.0%
DFNS vs CHD
+41.7%
-141.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.4% | +12.4% | +12.9% |
| 7D | -37.0% | +2.4% | -39.3% | -36.5% |
| 30D | -63.4% | +13.9% | -77.3% | -61.9% |
| 3M | -94.1% | +8.5% | -102.6% | -93.8% |
| 6M | -96.3% | +20.4% | -116.7% | -96.0% |
| YTD | -99.6% | +34.5% | -134.1% | -99.5% |
| 1Y | -99.7% | +33.8% | -133.5% | -99.7% |
| 3Y | -100.0% | +29.1% | -129.1% | -100.0% |
| 5Y | -100.0% | +31.2% | -131.2% | -100.0% |
| All | -100.0% | +41.7% | -141.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling