-98.3%
DFNS vs CNH
+29.2%
-127.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.5% | +1.1% |
| 7D | -16.0% | +23.3% | -39.3% | -13.5% |
| 30D | -77.7% | +33.5% | -111.2% | -76.9% |
| 3M | -77.2% | +32.7% | -109.9% | -77.1% |
| 6M | -95.2% | +22.2% | -117.4% | -94.9% |
| YTD | -98.0% | +57.7% | -155.7% | -98.1% |
| 1Y | -98.3% | +28.0% | -126.2% | -98.3% |
| All | -98.3% | +29.2% | -127.5% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling