-95.2%
DFNS vs CHRW
-22.9%
-72.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +3.3% |
| 7D | -16.0% | -1.4% | -14.6% | -20.1% |
| 30D | -77.7% | -3.5% | -74.2% | -79.8% |
| 3M | -77.2% | -19.4% | -57.8% | -82.5% |
| 6M | -95.2% | -21.4% | -73.8% | -96.5% |
| All | -95.2% | -22.9% | -72.3% | -96.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling