-99.9%
DFNS vs CNC
+5.2%
-105.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.5% | +1.8% |
| 7D | -3.3% | -3.9% | +0.5% | -3.8% |
| 30D | -73.1% | +0.8% | -73.9% | -73.0% |
| 3M | -71.4% | +0.1% | -71.5% | -71.1% |
| 6M | -93.8% | +79.7% | -173.5% | -93.3% |
| YTD | -98.0% | +58.9% | -157.0% | -97.9% |
| 1Y | -98.2% | +109.1% | -207.3% | -97.9% |
| 3Y | -99.9% | 0.0% | -99.9% | -99.9% |
| 5Y | -99.9% | +9.5% | -109.4% | -99.9% |
| All | -99.9% | +5.2% | -105.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling