-99.6%
DFNS vs CNP
+8.7%
-108.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -3.5% | -14.8% | -26.5% |
| 7D | -27.7% | -1.3% | -26.3% | -30.8% |
| 30D | -58.0% | +8.7% | -66.7% | -47.4% |
| 3M | -94.0% | -0.7% | -93.3% | -94.6% |
| 6M | -94.6% | -4.2% | -90.4% | -95.7% |
| YTD | -99.4% | +8.9% | -108.3% | -99.5% |
| 1Y | -99.6% | +8.3% | -108.0% | -99.7% |
| All | -99.6% | +8.7% | -108.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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