-99.6%
DFNS vs CPRT
-24.7%
-74.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.0% | -23.4% | -25.4% |
| 7D | -27.7% | +12.6% | -40.3% | -42.0% |
| 30D | -58.0% | +18.0% | -75.9% | -69.5% |
| 3M | -94.0% | +11.0% | -104.9% | -95.4% |
| 6M | -94.6% | -2.0% | -92.6% | -95.5% |
| YTD | -99.4% | -16.7% | -82.8% | -99.5% |
| 1Y | -99.6% | -23.9% | -75.8% | -99.7% |
| All | -99.6% | -24.7% | -74.9% | -99.7% |
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