-99.7%
DFNS vs CP
+31.6%
-131.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.5% |
| 7D | -6.0% | +2.1% | -8.1% | -6.1% |
| 30D | -71.2% | +9.3% | -80.5% | -71.3% |
| 3M | -94.5% | +0.5% | -95.0% | -94.5% |
| 6M | -96.5% | +10.4% | -107.0% | -96.8% |
| YTD | -99.6% | +28.7% | -128.3% | -99.7% |
| 1Y | -99.7% | +33.2% | -132.9% | -99.8% |
| All | -99.7% | +31.6% | -131.3% | -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