-99.9%
DFNS vs CNC
-2.1%
-97.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -1.2% |
| 7D | +0.8% | -1.0% | +1.8% | +0.7% |
| 30D | -73.2% | -1.8% | -71.4% | -73.2% |
| 3M | -72.4% | -0.7% | -71.8% | -72.2% |
| 6M | -95.2% | +47.9% | -143.2% | -94.9% |
| YTD | -98.0% | +56.9% | -154.9% | -97.8% |
| 1Y | -98.3% | +123.9% | -222.2% | -98.0% |
| 3Y | -99.9% | -1.3% | -98.6% | -99.9% |
| 5Y | -99.9% | +2.8% | -102.6% | -99.9% |
| All | -99.9% | -2.1% | -97.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling