-100.0%
DFNS vs CNP
+148.2%
-248.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -2.7% |
| 7D | -42.8% | -4.3% | -38.5% | -45.4% |
| 30D | -67.6% | +5.7% | -73.3% | -66.1% |
| 3M | -94.9% | +0.9% | -95.8% | -94.9% |
| 6M | -96.7% | -1.1% | -95.7% | -96.7% |
| YTD | -99.6% | +8.3% | -107.9% | -99.6% |
| 1Y | -99.7% | +5.9% | -105.6% | -99.7% |
| 3Y | -100.0% | +64.6% | -164.6% | -100.0% |
| 5Y | -100.0% | +74.6% | -174.6% | -100.0% |
| All | -100.0% | +148.2% | -248.1% | -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