-99.7%
DFNS vs CHRW
-12.5%
-87.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | +0.1% |
| 7D | -42.8% | +0.2% | -43.0% | -43.4% |
| 30D | -67.6% | -9.4% | -58.2% | -71.7% |
| 3M | -94.9% | -13.3% | -81.6% | -95.8% |
| 6M | -96.7% | -24.2% | -72.6% | -97.8% |
| YTD | -99.6% | -18.9% | -80.7% | -99.8% |
| All | -99.7% | -12.5% | -87.3% | -99.9% |
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