-99.7%
DFNS vs CNP
+5.5%
-105.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.1% | -19.2% | -19.6% |
| 7D | -12.7% | +2.5% | -15.1% | -7.7% |
| 30D | -65.2% | +4.0% | -69.3% | -61.9% |
| 3M | -94.6% | +1.6% | -96.2% | -94.7% |
| 6M | -96.2% | -1.7% | -94.6% | -97.1% |
| YTD | -99.6% | +8.6% | -108.2% | -99.7% |
| 1Y | -99.7% | +5.8% | -105.5% | -99.7% |
| All | -99.7% | +5.5% | -105.2% | -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