-98.3%
DFNS vs CPRT
-31.2%
-67.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | -0.2% |
| 7D | -16.0% | +2.2% | -18.2% | -18.6% |
| 30D | -77.7% | +16.6% | -94.3% | -83.4% |
| 3M | -77.2% | +9.6% | -86.8% | -81.6% |
| 6M | -95.2% | -11.1% | -84.1% | -96.3% |
| YTD | -98.0% | -13.9% | -84.1% | -98.4% |
| 1Y | -98.3% | -32.5% | -65.7% | -99.0% |
| All | -98.3% | -31.2% | -67.0% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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