-100.0%
DFNS vs CPRT
+45.3%
-145.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.6% | -10.6% | -12.2% |
| 7D | -44.0% | +6.0% | -50.1% | -44.2% |
| 30D | -69.1% | +20.0% | -89.1% | -69.5% |
| 3M | -95.6% | +10.1% | -105.8% | -95.6% |
| 6M | -96.2% | -4.3% | -91.9% | -96.4% |
| YTD | -99.6% | -18.4% | -81.2% | -99.6% |
| 1Y | -99.7% | -20.1% | -79.7% | -99.8% |
| 3Y | -100.0% | -30.4% | -69.6% | -100.0% |
| 5Y | -100.0% | -17.0% | -83.0% | -100.0% |
| All | -100.0% | +45.3% | -145.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling