-99.9%
DFNS vs CHRW
+101.9%
-201.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | +0.2% |
| 7D | +0.8% | +1.9% | -1.1% | +1.8% |
| 30D | -73.2% | +0.9% | -74.2% | -73.0% |
| 3M | -72.4% | -19.9% | -52.6% | -73.1% |
| 6M | -95.2% | -15.8% | -79.4% | -95.3% |
| YTD | -98.0% | -5.6% | -92.4% | -97.9% |
| 1Y | -98.3% | +21.0% | -119.3% | -98.1% |
| 3Y | -99.9% | +86.0% | -185.9% | -99.9% |
| 5Y | -99.9% | +88.6% | -188.5% | -99.8% |
| All | -99.9% | +101.9% | -201.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling