-100.0%
DFNS vs CPB
-31.8%
-68.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.0% |
| 7D | -42.8% | +3.3% | -46.1% | -42.8% |
| 30D | -67.6% | +19.0% | -86.6% | -67.7% |
| 3M | -94.9% | +0.4% | -95.3% | -94.9% |
| 6M | -96.7% | +13.0% | -109.7% | -96.7% |
| YTD | -99.6% | -12.7% | -86.9% | -99.6% |
| 1Y | -99.7% | -20.9% | -78.9% | -99.8% |
| 3Y | -100.0% | -35.4% | -64.6% | -100.0% |
| 5Y | -100.0% | -32.3% | -67.7% | -100.0% |
| All | -100.0% | -31.8% | -68.2% | -100.0% |
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