-99.9%
DFNS vs CNP
+55.3%
-155.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | -1.2% |
| 7D | -16.0% | +1.1% | -17.1% | -14.1% |
| 30D | -77.7% | -1.8% | -75.9% | -78.7% |
| 3M | -77.2% | -4.6% | -72.5% | -78.5% |
| 6M | -95.2% | -8.8% | -86.3% | -95.9% |
| YTD | -98.0% | +5.2% | -103.2% | -97.7% |
| 1Y | -98.3% | +8.3% | -106.6% | -97.9% |
| All | -99.9% | +55.3% | -155.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling