-100.0%
DFNS vs CNC
-5.8%
-94.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.3% |
| 7D | -6.0% | +2.2% | -8.2% | -5.8% |
| 30D | -71.2% | +1.6% | -72.8% | -71.0% |
| 3M | -94.5% | +7.9% | -102.4% | -94.4% |
| 6M | -96.5% | +21.2% | -117.7% | -96.4% |
| YTD | -99.6% | +73.2% | -172.8% | -99.6% |
| 1Y | -99.7% | +97.5% | -197.2% | -99.6% |
| 3Y | -100.0% | -1.2% | -98.8% | -100.0% |
| All | -100.0% | -5.8% | -94.1% | -100.0% |
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