-99.9%
DFNS vs CPNG
-52.6%
-47.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | +4.6% | -7.6% | +12.2% | +5.0% |
| 30D | -73.9% | -8.8% | -65.0% | -73.8% |
| 3M | -71.7% | -7.2% | -64.5% | -71.6% |
| 6M | -94.6% | -21.5% | -73.0% | -94.6% |
| YTD | -98.1% | -37.4% | -60.6% | -98.1% |
| 1Y | -98.3% | -54.3% | -44.0% | -98.4% |
| 3Y | -99.9% | -20.3% | -79.6% | -99.9% |
| 5Y | -99.9% | -51.2% | -48.7% | -99.9% |
| All | -99.9% | -52.6% | -47.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling