-96.2%
DFNS vs CNP
-5.0%
-91.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.7% | -14.0% | -5.8% |
| 7D | -44.0% | -4.2% | -39.8% | -55.8% |
| 30D | -69.1% | +5.5% | -74.7% | -60.7% |
| 3M | -95.6% | +0.6% | -96.2% | -96.5% |
| 6M | -96.2% | -2.8% | -93.3% | -98.1% |
| All | -96.2% | -5.0% | -91.2% | -98.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling