-100.0%
DFNS vs CNP
+74.5%
-174.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -4.8% |
| 7D | -6.0% | +1.3% | -7.3% | -4.6% |
| 30D | -71.2% | +3.8% | -75.0% | -70.0% |
| 3M | -94.5% | +2.4% | -96.9% | -94.4% |
| 6M | -96.5% | -1.2% | -95.4% | -96.5% |
| YTD | -99.6% | +9.3% | -108.9% | -99.6% |
| 1Y | -99.7% | +6.4% | -106.1% | -99.7% |
| 3Y | -100.0% | +66.4% | -166.3% | -100.0% |
| All | -100.0% | +74.5% | -174.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling