-100.0%
DFNS vs CNH
+30.2%
-130.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.2% | -15.2% | -20.9% |
| 7D | -12.7% | +6.4% | -19.1% | -10.3% |
| 30D | -65.2% | -1.6% | -63.6% | -65.6% |
| 3M | -94.6% | +11.6% | -106.1% | -94.2% |
| 6M | -96.2% | +12.5% | -108.8% | -96.0% |
| YTD | -99.6% | +31.1% | -130.7% | -99.5% |
| 1Y | -99.7% | +17.0% | -116.7% | -99.7% |
| All | -100.0% | +30.2% | -130.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling