-99.9%
DFNS vs CPB
-38.5%
-61.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | +0.8% | -8.2% | +9.0% | +1.1% |
| 30D | -73.2% | -5.6% | -67.6% | -73.3% |
| 3M | -72.4% | +3.0% | -75.4% | -72.4% |
| 6M | -95.2% | -12.7% | -82.5% | -95.3% |
| YTD | -98.0% | -18.0% | -80.0% | -98.0% |
| 1Y | -98.3% | -31.7% | -66.5% | -98.4% |
| 3Y | -99.9% | -41.0% | -58.9% | -99.9% |
| 5Y | -99.9% | -38.4% | -61.5% | -99.9% |
| All | -99.9% | -38.5% | -61.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling