-99.9%
DFNS vs CNC
+0.7%
-100.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.4% |
| 7D | -6.3% | -0.9% | -5.4% | -6.4% |
| 30D | -74.0% | -1.0% | -73.0% | -73.9% |
| 3M | -70.1% | +4.5% | -74.7% | -69.7% |
| 6M | -93.9% | +85.2% | -179.1% | -93.4% |
| YTD | -98.1% | +61.4% | -159.5% | -98.0% |
| 1Y | -98.3% | +94.9% | -193.2% | -98.1% |
| 3Y | -99.9% | 0.0% | -99.9% | -99.9% |
| 5Y | -99.9% | +11.2% | -111.1% | -99.9% |
| All | -99.9% | +0.7% | -100.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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