-99.6%
DFNS vs CP
+32.8%
-132.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | 0.0% | +12.7% | +12.7% |
| 7D | -13.0% | -0.7% | -12.3% | -12.9% |
| 30D | -56.9% | +9.6% | -66.5% | -57.2% |
| 3M | -93.2% | +2.2% | -95.5% | -93.2% |
| 6M | -95.4% | +11.1% | -106.5% | -95.8% |
| YTD | -99.5% | +28.2% | -127.7% | -99.6% |
| 1Y | -99.6% | +32.2% | -131.8% | -99.8% |
| All | -99.6% | +32.8% | -132.5% | -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