-98.3%
DFNS vs CNH
+20.6%
-118.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | -1.5% |
| 7D | +0.8% | +8.8% | -8.0% | +2.3% |
| 30D | -73.2% | +24.7% | -97.9% | -72.5% |
| 3M | -72.4% | +27.3% | -99.8% | -72.7% |
| 6M | -95.2% | +23.2% | -118.4% | -95.2% |
| YTD | -98.0% | +48.9% | -146.9% | -98.2% |
| 1Y | -98.3% | +19.4% | -117.7% | -98.3% |
| All | -98.3% | +20.6% | -118.8% | -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