-99.6%
DFNS vs CHRW
-10.6%
-89.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.2% | -18.6% | -18.1% |
| 7D | -27.7% | +4.9% | -32.6% | -23.7% |
| 30D | -58.0% | -4.8% | -53.1% | -60.6% |
| 3M | -94.0% | -13.1% | -80.8% | -95.1% |
| 6M | -94.6% | -16.3% | -78.2% | -96.2% |
| YTD | -99.4% | -15.8% | -83.6% | -99.6% |
| 1Y | -99.6% | -11.1% | -88.5% | -99.8% |
| All | -99.6% | -10.6% | -89.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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