-100.0%
DFNS vs CNP
+147.2%
-247.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.7% | -14.0% | -10.8% |
| 7D | -44.0% | -4.2% | -39.8% | -46.5% |
| 30D | -69.1% | +5.5% | -74.7% | -67.8% |
| 3M | -95.6% | +0.6% | -96.2% | -95.6% |
| 6M | -96.2% | -2.8% | -93.3% | -96.2% |
| YTD | -99.6% | +7.9% | -107.5% | -99.6% |
| 1Y | -99.7% | +6.7% | -106.4% | -99.7% |
| 3Y | -100.0% | +61.1% | -161.1% | -100.0% |
| 5Y | -100.0% | +73.0% | -172.9% | -100.0% |
| All | -100.0% | +147.2% | -247.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling