-98.2%
DFNS vs CPNG
-54.7%
-43.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +2.0% |
| 7D | -3.3% | -5.4% | +2.1% | +1.1% |
| 30D | -73.1% | -11.1% | -62.0% | -70.5% |
| 3M | -71.4% | -3.0% | -68.4% | -71.6% |
| 6M | -93.8% | -23.5% | -70.3% | -92.7% |
| YTD | -98.0% | -37.8% | -60.2% | -97.5% |
| 1Y | -98.2% | -54.3% | -43.8% | -96.2% |
| All | -98.2% | -54.7% | -43.5% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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