-99.9%
DFNS vs CPRT
+48.3%
-148.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | -73.2% | +9.9% | -83.1% | -73.3% |
| 3M | -72.4% | +5.6% | -78.1% | -73.2% |
| 6M | -95.2% | -13.6% | -81.6% | -95.7% |
| YTD | -98.0% | -16.7% | -81.3% | -98.2% |
| 1Y | -98.3% | -33.1% | -65.1% | -98.6% |
| 3Y | -99.9% | -27.1% | -72.8% | -99.9% |
| 5Y | -99.9% | -9.9% | -90.0% | -99.9% |
| All | -99.9% | +48.3% | -148.1% | -99.9% |
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