-100.0%
DFNS vs CP
+80.1%
-180.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -2.7% |
| 7D | -42.8% | +2.8% | -45.6% | -42.6% |
| 30D | -67.6% | +11.3% | -78.9% | -67.1% |
| 3M | -94.9% | +2.9% | -97.7% | -94.8% |
| 6M | -96.7% | +9.8% | -106.5% | -96.7% |
| YTD | -99.6% | +28.5% | -128.1% | -99.6% |
| 1Y | -99.7% | +33.5% | -133.2% | -99.7% |
| 3Y | -100.0% | +31.9% | -131.9% | -100.0% |
| 5Y | -100.0% | +25.5% | -125.5% | -100.0% |
| All | -100.0% | +80.1% | -180.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling