-98.3%
DFNS vs CP
+19.5%
-117.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.8% | +2.4% | -1.6% | +0.3% |
| 30D | -73.2% | -0.5% | -72.7% | -72.9% |
| 3M | -72.4% | +1.4% | -73.9% | -73.0% |
| 6M | -95.2% | +10.3% | -105.5% | -95.8% |
| YTD | -98.0% | +24.3% | -122.3% | -98.5% |
| 1Y | -98.3% | +20.4% | -118.7% | -98.7% |
| All | -98.3% | +19.5% | -117.7% | -98.7% |
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