-100.0%
DFNS vs CNP
+149.0%
-249.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.1% | -19.2% | -19.5% |
| 7D | -12.7% | +2.5% | -15.1% | -10.8% |
| 30D | -65.2% | +4.0% | -69.3% | -64.2% |
| 3M | -94.6% | +1.6% | -96.2% | -94.5% |
| 6M | -96.2% | -1.7% | -94.6% | -96.3% |
| YTD | -99.6% | +8.6% | -108.2% | -99.6% |
| 1Y | -99.7% | +5.8% | -105.5% | -99.7% |
| 3Y | -100.0% | +63.0% | -163.0% | -100.0% |
| 5Y | -100.0% | +74.7% | -174.6% | -100.0% |
| All | -100.0% | +149.0% | -249.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling