-99.9%
DFNS vs CNH
+158.4%
-258.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.5% | +1.5% |
| 7D | -16.0% | +23.3% | -39.3% | -11.6% |
| 30D | -77.7% | +33.5% | -111.2% | -76.1% |
| 3M | -77.2% | +32.7% | -109.9% | -75.6% |
| 6M | -95.2% | +22.2% | -117.4% | -94.9% |
| YTD | -98.0% | +57.7% | -155.7% | -97.7% |
| 1Y | -98.3% | +28.0% | -126.2% | -98.2% |
| 3Y | -99.9% | +11.5% | -111.4% | -99.9% |
| 5Y | -99.9% | +11.9% | -111.7% | -99.8% |
| All | -99.9% | +158.4% | -258.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling