-100.0%
DFNS vs CHRW
+68.6%
-168.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -9.9% | -13.4% |
| 7D | -44.0% | +0.6% | -44.6% | -44.1% |
| 30D | -69.1% | -7.3% | -61.8% | -70.5% |
| 3M | -95.6% | -14.2% | -81.5% | -96.0% |
| 6M | -96.2% | -25.1% | -71.1% | -96.6% |
| YTD | -99.6% | -21.2% | -78.4% | -99.6% |
| 1Y | -99.7% | -14.2% | -85.6% | -99.8% |
| 3Y | -100.0% | +63.5% | -163.5% | -100.0% |
| 5Y | -100.0% | +49.6% | -149.6% | -100.0% |
| All | -100.0% | +68.6% | -168.6% | -100.0% |
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