-99.9%
DFNS vs CP
+32.0%
-131.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -16.0% | -2.7% | -13.3% | -16.5% |
| 30D | -77.7% | +0.2% | -77.9% | -77.7% |
| 3M | -77.2% | +2.6% | -79.8% | -77.0% |
| 6M | -95.2% | +6.0% | -101.1% | -95.1% |
| YTD | -98.0% | +24.9% | -122.9% | -97.9% |
| 1Y | -98.3% | +20.1% | -118.4% | -98.2% |
| 3Y | -99.9% | +16.4% | -116.3% | -99.9% |
| All | -99.9% | +32.0% | -131.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling