-99.9%
DFNS vs CPB
-43.0%
-56.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -6.3% | -1.8% | -4.6% | -6.3% |
| 30D | -74.0% | -7.1% | -66.9% | -74.0% |
| 3M | -70.1% | -6.0% | -64.1% | -70.2% |
| 6M | -93.9% | -5.3% | -88.7% | -93.9% |
| YTD | -98.1% | -20.8% | -77.3% | -98.2% |
| 1Y | -98.3% | -33.8% | -64.4% | -98.4% |
| 3Y | -99.9% | -43.7% | -56.1% | -99.9% |
| All | -99.9% | -43.0% | -56.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling