-99.6%
DFNS vs CP
+35.2%
-134.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.5% | -21.8% | -18.4% |
| 7D | -27.7% | +5.6% | -33.2% | -28.0% |
| 30D | -58.0% | +10.0% | -68.0% | -58.3% |
| 3M | -94.0% | +4.4% | -98.4% | -93.9% |
| 6M | -94.6% | +14.1% | -108.6% | -95.1% |
| YTD | -99.4% | +29.1% | -128.5% | -99.6% |
| 1Y | -99.6% | +34.6% | -134.2% | -99.8% |
| All | -99.6% | +35.2% | -134.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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