-99.9%
DFNS vs CHRW
+98.6%
-198.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +1.2% |
| 7D | -16.0% | -1.4% | -14.6% | -16.9% |
| 30D | -77.7% | -3.5% | -74.2% | -78.1% |
| 3M | -77.2% | -19.4% | -57.8% | -77.8% |
| 6M | -95.2% | -21.4% | -73.8% | -95.4% |
| YTD | -98.0% | -7.1% | -90.8% | -97.9% |
| 1Y | -98.3% | +17.8% | -116.1% | -98.1% |
| 3Y | -99.9% | +78.8% | -178.7% | -99.9% |
| 5Y | -99.9% | +83.5% | -183.4% | -99.8% |
| All | -99.9% | +98.6% | -198.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling